No heater in the world is going to make your home feel warm within mere seconds, or even minutes. Especially if you’ve allowed your home to get cold as an icebox! It will take even more time to heat up, in that case.
But we’re not saying we don’t believe you when you say you don’t feel the heat. If you feel air that is distinctly not warm coming out of your air vents–or can’t feel any air at all–it could be a sign that you need repairs. A furnace that isn’t blowing hot air could be suffering from one of these issues: