I have my furnace set at 69 and it only shuts down for about 10 seconds. Is that normal? I've changed the filter regularly. The only other thing I can think of is if the cold air return vents are partially blocked, would this be starving the furnace and causing it to continue?

The only other thing I can think of is if the cold air return vents are partially blocked
Unblock them.

I have my furnace set at 69 and it only shuts down for about 10 seconds
Adjust the heat anticipator or heat cycle rate of the thermostat.