If you see a lot of extra dust gathering outside of the vents of your furnace, this could be a sign that the filters need changing or that there is a larger problem with the furnace not being able to filter the air properly. If you notice this, check to see if the filters need cleaning and call an expert to accurately diagnose the problem.
Heating costs that are substantially higher than usual could be a sign that there is something wrong with your furnace. If you notice an unexplained fluctuation in your heating bill, contact a professional to inspect the issue.
It is common for any furnace to make the odd sound here and there, but it is not normal for the furnace to rattle or make very loud noises. If yours is being particularly vocal, call a professional to determine if a part has gone loose inside the unit, or if any machinery needs to be tuned up.