sure hope I didn't screw up any facts here. :derp:
Fortunately there's little to no canonical information about the scents of Gensokyans, so it's a pretty wide-open area of discussion.
I think Reimu probably smells a bit of incense, spending time in a shrine and all. Marisa, for some reason, I always imagine smelling like old books, or maybe closer to an attic smell, considering how cluttered her house is.
Cirno, living near a lake and all, probably has that wonderful lakeside smell - aquatic plants, mud, fallen leaves that have turned dark in the water.
I think Kaguya, considering all the Lunarian artifacts she has in Eientei, probably has many of the trappings of her life as a princess still with her. I imagine she might use some older scents that were popular centuries ago, like camphor or jasmine.
For some reason I imagine Remilia smells like burning candles.
Kanako, living way the hell up Youkai Mountain, I'm almost sure has the smell of cold wind, leaves, and rain.