There are 3 positions on the thermstat--heat, off, and cold. During winter time, it is always on the "heat" position. It turns on the system when the temperature gets below the setting point. once reach the setting point, it shut down automatically.
I just tried the fan "on" and "auto", it seems work well. However, with the fan "On", the electric igniter still did not become red/hot. I have to use the switch by the furnace--turn it off, wait for a few minutes, turn on. Then the igniter turns read, and the furnace start to burn gas.
I will keep watch on tonight. It is a cold night, snowing. :(.
Thanks for your suggestion!