When you decide the house is too cold, you walk to the thermostat and increase the temperature. In the old days, that meant you slid a lever on a mechanical thermostat. You will hear/feel a click when the switch inside the thermostat closes.
On newer homes, the thermostat may be a digital model. In any case, the thermostat is connected to the furnace by a pair of thin wires. As a safety measure thermostats are usually run at 24 volts, not the 120 volts found at the wall outlets.
There is a transformer on the furnace that accepts the incoming 120 volt power and drops it down to 24 volts for the thermostat.
When the switch closes in the thermostat it sends a “call for heat” to the gas valve on the furnace. The gas valve opens, which lets gas flow through an orifice into the combustion chamber.
Mobile home furnaces can burn either natural gas or propane. Since propane is much denser than natural gas the size of the opening “orifice” must be correct for the type of gas you will be burning. Changing the orifice is NOT a job for the homeowner. CALL A PROFESSIONAL!
The gas flows into the combustion chamber where it is ignited by the pilot light. As the temperature in the combustion chamber rises, it reaches a point where it turns on the fan. This explains the lag between when you turn up the thermostat and when the fan kicks on.
After a while, the house warms up to the new setting and the thermostat sends a signal to the gas valve to close. Gas flow to the combustion chamber is stopped. However, the combustion chamber is still very hot so the fan keeps running. After a while, the temperature inside the furnace drops and a limit switch turns off the fan.