What to check first
Give the furnace a few minutes to complete its startup.
The blower may run before the heat exchanger is warm. If the air stays cold after several minutes, the furnace may not be completing ignition or may be shutting down on a safety control.
Check the thermostat and fan setting.
Make sure the thermostat is set to HEAT and the fan is set to AUTO. A fan set to ON can circulate room-temperature air between heating cycles.
Replace a clogged filter.
Poor airflow can cause some furnaces to overheat and shut down the burners early. Use the correct filter size and do not run the system without one.
Look for an obvious status light, but do not bypass safety devices.
Many furnaces have a diagnostic light visible through a small window. If you see a repeating code, note it for the technician rather than trying to defeat a door switch or safety control.
Treat a gas smell as a safety issue.
Leave the home, avoid switches, flames, and electronics, and call the gas utility or emergency services from a safe location. Do not try to relight or repair the furnace yourself.