I recently noticed that my fan on the air conditioner was running when my furnace was on. I don't know if this is suppose to happen or if it could have to do with changing my thermostate earlier this year if anyone has any suggestion I would appreciate it

I have asked to have your question moved to Heating. While you are waiting for an answer, look through the sticky at https://www.askmehelpdesk.com/heating-air-conditioning/heating-cooling-maintenance-repair-troubleshooting-frequently-asked-questions-58313.html

Note that it starts and ends with a request for more info when you ask a question.