My Furnace blows out cold air, like air conditioning when the fan kicks on... and then after a 10 minutes or so it is warm... if I put it on emergency heat it doesn't do that.. it warms right up.. the guy that worked on it before said I could run it on emergency heat unless it is like below 30 degrees out. People tell me not to do that though.. is it unsafe? He said he didn't know why its blowing cold air out first though.. he said soemthing about maybe having the wron thermostat but he needed the old one I had first.. (we bought a new one) but then I thought about it and it started doing that before I bought the new one.. I have gas heat and I guess I have a heat pump..? I don't know much about this stuff.. but I have tried to find answers.. and haven't yet.. anyone know what the deal could be??

There isn't anything unsafe about using the emergency mode, but it is less economical in most situations. If you have a hybrid/dual-fuel system (heat pump + fossil fuel furnace), it would be more, not less, sensible to use the auxiliary/emergency heat when outdoor temperature is below 30 degrees. The cold blow periods you describe indicate that something is awry. More info about the equipment will be necessary to get the speculation started...