Dave,

What you describe may be normal. My furnace comes on in the morning and
runs for about half an hour. This raises the air temp in the house to 68,
the setpoint. The furnace shuts off. The walls, floors, ceilings et c. are
still cold. The thermostat is mounted next to a wall. Until the wall is
heated up the furnace keeps cycling quickly. It seems to take slightly more
than an hour and a half to heat up the interior walls. So the furnace does
run a lot first thing in the morning

Dave M.