I smelled a burning odor on Saturday so I turned the heater off. The heat will not come on when I move the thermostat for heat but I automatically smell a burning odor when I try to turn it on. My ex-husband always changed the filter on the furnace in the garage and I don't even know how the thing opens to change the filter. I see a bunch of screws everywhere but I don't want to go tearing anything up. Do I need to try to find and change the filter or could it possibly be the thermostat? I see the thermostat low battery light is blinking.

If you smelled something burning possibly it was the blower motor. Call a repair person to come and test and fix it. It's not that simple to just clean a filter or change a filter. Anytime you smell something burning more than likely it is an electrical part that has burned or burning out. In the meantime you can see if the thermostat needs another fresh battery.

I second that, usually a bad smell is burning wire (plastic) or a burnt circuit board relay, get a professional to check it out and get on an annual maintenance program.