The most common cause of a furnace malfunction is the dirty or clogged filter which reduces air intake and lowers heating efficiency. Besides the filter, some other issues can be thermostat malware which is indicated by a continuously running fan, weak or flickering pilot lights that indicate excessive carbon monoxide built up, damaged heat exchanger is a costly problem which can be due to overheating, frayed blower belt which will block the fan from running smoothly, over cycling if you run your furnace too high for too long, and rattling, pinging and popping sounds related to lose panels and required duct maintenance.