It could be one of several reasons. Here are three of the most common issues that you can check yourself.
If the temperature in your house is consistent but not as warm as you'd like, it's possible that your thermostat settings are to blame. Make sure your thermostat is set to AUTO rather than ON. An ON thermostat will continuously blast air, but not warmed air.
It's easy to overlook changing your air filter, but doing so may make a significant impact. Because air cannot readily flow through a filthy air filter, your furnace needs to work extra to push out hot air. It's possible that your furnace will overheat if it has to adjust for a clogged filter. When a furnace overheats, safety sensors activate, shutting it down and blowing cold air to cool it down.
Blocked air vents are also a problem. The furnace can overheat if your air vents are closed or obstructed by furniture or curtains, just as it can with a clogged air filter.
Beyond these common issues you may need to call in a professional to diagnose a more complex problem.