Thermostat set "on" When your thermostat is set in the "on" position, it is one of the most common reasons that most units will blow cold air when they should blow warm air. This implies that the furnace is working continuously and does not heat the air coming out of it. An easy solution to this issue is to set your thermostat to auto so your furnace stops working all the time and only turns on when the temperature you set your thermostat for is reached by your home. Overheat