Things to do ................
Test Run: Turn the thermostat to heat mode and set it to 80 degrees just for testing. You should hear the furnace turn on and warm air should blow within a few minutes. If it's running OK, turn the thermostat back to its normal setting. If it's not running properly, you can try to diagnose it as outlined in Troubleshooting a Gas Furnace. Depending on what's wrong, you can fix it yourself or you may need a qualified service technician.
Seasonal Maintenance: Either have the furnace checked by a service technician or do it yourself.
Replace the Air Filter: Put in a new clean air filter.
Fuel: If you have a propane or oil furnace, make sure to have your fuel storage tank topped off and ready to go.
Heating Vents: Clear obstacles to heating vents so air can freely flow.
Check for Carbon Monoxide Leaks: This silent killer can easily be detected with either an inexpensive test badge or battery operated alarm. Whichever way you decide, just please decide to protect your family with one of these units.