Check your furnace, if the blower isn't running, to see whether the on/off button that controls the blower has been shut off accidentally.
Walk around the furnace and inspect the vents to ensure that nothing is blocking the air distribution. Remove anything that may be obstructing the vent. Remove any snow or ice that may have formed around any exterior vents on your roof or walls. High-efficiency furnaces are often vented through an exterior wall.
Check the thermostat, if the blower won't shut off, to see whether the fan is set to “Continuous” or a similar setting.
Reset the circuit breaker if it has tripped, or replace the fuse responsible for the furnace if it has blown and the blower won’t come on.
Increase the temperature on your thermostat to get the blower to operate if you feel cold and it isn’t turning on.