All gas furnaces use a heat exchanger to transfer the heat the gas creates. Normally, heat exchangers sit next to the furnace burners and heat up just like a pan on the stove. These parts, made from metal, absorb heat and the air that the blower sends over it warms. It enters the ductwork and heats your home.
A lot can happen to your furnace or boiler while you're not looking. Regular maintenance including changing filters and cleaning your heating system can prevent a lot of issues, but problems can still occur with little warning.