A dirty furnace filter can cause the furnace to shut down. Dust and dirt obstruct airflow, and if the filter becomes too congested, the heat exchanger overheats and shuts down too quickly, preventing your home from warming up. Replace the filter if the fan is running but no heat is coming out. A clogged filter also causes particulate accumulation on the heat exchanger, lowering the furnace's efficiency and reducing its life.
Ensure nothing is obstructing the intake or exhaust if your furnace vents out the side of the house. Replace any screen mesh covering any pipes with a mesh size of 1/2 inch. You have a bigger issue somewhere in the system if ice is clogging one of the pipes. Call a technician to find out why it's happening after clearing it off.
Remove grass and leaves from the fins of the outdoor compressor unit if you have a heat pump. To remove dirt and debris from the housing before the heating season begins, gently hose it down from the top.