LPT: Test-run your furnace on a mild afternoon now, not on the first freezing night. Find the problem while repair people still have openings.
Every fall the first real cold snap arrives, everybody turns the heat on the same evening, and a certain number of furnaces discover they have opinions. Now you're calling for service along with everyone else and waiting in a cold house. So pick a mild afternoon, bump the thermostat up a few degrees and let it run a full cycle. A burning-dust smell on the first run is normal, that's months of dust cooking off, and it should fade. A smell that doesn't fade, a bang when it lights, the burner shutting off and restarting every couple of minutes, or nothing happening at all: book someone now while there are still openings. While you're at it, swap the filter and press the test button on your smoke and carbon monoxide alarms. Most alarms have a date printed on the back, and they don't last forever. In a 1962 house I've learned that anything with a date on it is past me leaving present me a note.
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Create an accountHeat pump owners, same idea: switch it to heating for a while on a mild day now instead of discovering a problem in the first cold week. And clear the leaves, the patio furniture and whatever else has migrated up against the outdoor unit. It needs airflow to do its job.