The Family Handyman recommends that owners check their thermostat before assuming the problem causing the furnace to blow cold air is something deeper. There are several things to check at the thermostat. The switch needs to be on heat and not cool. If the fan is set to automatic it blows air, regardless of the room temperature. If the thermostat is set too cool, the furnace does not provide heat.
Digital thermostats have a battery that retains their settings in the event of a power failure. If the power goes off and the furnace starts to blow cold air when it returns, the battery is probably dead. The Family Handyman says this allows the device to reset to its factory defaults, often resulting in a furnace that blows cold air. Reprogramming the thermostat and replacing the battery fixes this problem.
If thermostat programming becomes an issue, it is easy to bypass using the device's hold feature. The Family Handyman tells home occupants to set the device to the temperature they desire and press the hold button. While this provides the heat needed, it also increases the energy consumed, so learning to program the device once the house is warm is worthwhile.
Gas furnaces require a way of igniting the flames to provide heat. Some use a standing pilot light while others use electronic devices. If the electronic starter is defective, the furnace does not heat, according to About.com.