First: Is It Cold Air, or Just an Un-Warmed Furnace?
When your furnace first kicks on, the fan sometimes runs before the heat exchanger has warmed up, so the first minute or two of air can feel cool. That's normal. The problem is when the air never warms up, or when the furnace runs constantly without ever heating the house.
At Colorado Springs' elevation, this happens more often than in lower-altitude cities. Thinner air carries less oxygen per cubic foot, so burners that are dirty, misadjusted, or de-rated for altitude struggle to ignite reliably — and a furnace that can't light will blow room-temperature air all day long.
