Checking the furnace filter each month and putting in a new one if the old one is dirty is a good rule of thumb, whether the furnace is a Honeywell or some other brand. This increases efficiency and lengthens the lifespan of the furnace.
Changing furnace filters is a relatively simple process. Removing the screen may require a screwdriver, depending on the model, or it may mean turning several knobs on the screen to open it. Taking out the filter and sliding in the new one completes the process. If people in a home have a lot of allergies, monthly filter changes may be the best option.