Sounds like rumbling, squeaking, and shaking are not typical. The sounds could show a mechanical fault, a reduction in airflow, or a burner that is clogged. When everything works well, a furnace may ‌make a lot of noise. If you can determine that the air passing causes the noise through the ductwork, one viable solution would be to insulate the ductwork to reduce the amount of noise. When you adjust the pilot light incorrectly or the blower motor lubrication ports need oiling, the actual furnace system may make strange noises. This can happen because of faulty belts or a problematic burner.