Go to the furnace, shut the power off and disconnect the green wire
from the thermostat (the green wire connects to the G terminal and runs
the blower). Then turn the power back on. If the blower still runs,
the problem is not the thermostat or thermostat cable. If you are not
familiar with electrical testing, you are done there.

If you can use a meter, check the fan relay. Use a clamp on amp meter
to determine which wire is powering the blower motor and go from there.
If the blower motor has multiple speed taps, usually the black wire is
high speed, blue is medium speed and red is low speed. If the color
code is differemt, it will usually be on the motor or the furnace
schematic.

If you can't test it, you are just guessing. Guessing with a gas
furnace is not a good idea. In that case, the best bet is to hire a
company to test it, but all techs are not created equal. Ask if their
techs are NATE certified. For more information on this, go to
www.natex.org

Good luck

Stretch