Furnace starts its cycle by closing a simple switch in the thermostat. However, if the leads to the thermostat are shorted somewhere, furnace fan will run and heat will be produced. Find the wiring in for the furnace. Temporarily disconnect the thermostat to see if the furnace stops.
If it stops, you need to fix the wire. If it does not, it is likely an internal control board issue.
Dutchman Kodiak Cub KD176RD 2018
Nissan Pathfinder 2015