I have central h&a. During the summer I installed a digital thermostat and all was fine with the air conditioning. Now that I am running the heat I am hearing popping sounds from the unit. Is it possibly related to the new thermostat or is it something else like dirt of just more dry winter air? It has been in the 20s and 30s lately.

The thermostat will not cause a poping sound. It could be many different things. Now may be the time for a tuneup and a good look at your furnace by a on site professional.