I have a electric central heating system. I just had to turn it to heat for the first time since I moved in this house. When I turned the switch from cold to heat nothing happens . In order for it to even come on I have to switch it from auto to on , but on auto it will not come on and when it did come on it started blowing cool air then it became a little bit warm then went back to cool. Any suggestions would help, thanks!

More info,, is it blowing at all,, is it cold air,, is furnace even coming on, is it elect or gas furnace,