On Wednesday, January 18, 2017 at 1:03:36 PM UTC-5, home owner wrote:
The temperature in my house is 70 degrees.

On the thermostat:

Â* Â*the HEAT-OFF-COOL switch is on the "HEAT" position
Â* Â*the FAN switch is on the "AUTO" position

The thermostat's "heat" setpoint is 82 degrees but the furnace doesn't come on for a long time (hours).

When I press the thermostat's UP/DOWN buttons until the temperature reading is 82 degrees, the furnace still doesn't come on for a long time (hours)..

What's wrong?

Or should I go back to a manual (non-programmable) thermostat?

It would help if you told us the make and model of the thermostat.
Does it have a battery? Have the correct ones in there, installed
in the right direction? Have it wired up correctly?

The odd part here is that you are implying that it does turn on
the furnace hours later, which means it could be a programming
thing. But I've never seen a thermostat that would display 82
and with the house at 70, not turn on the furnace, regardless of
the programming.