My heater blows cold air and the fan won't shut off?

If the gas never comes on, check the high limit switch. It may be stuck closed signaling the furnace is over heated and the blower needs to cool it off.

On some furnaces if your transformer is burned out the main blower will run constantly, also if the flame rollout fuse is open the blower will blow.

From an email:

''hello I'm mr freeze my ? For no heat and air won't shut off.
I checked my owners manual and it does say that my limit switch is pen
R faulty.
Is it hard to replace or do have to call a repair man?''

You have done the hardest part, identifying the problem. Next step is identifying the switch. The owners manual or a wiring diagram on the furnace may help. It is inside the furnace around the heat exchanger. Once you identify it, remove it and take it to an electrical or HVAC supply along with your furnace model and serial number, and buy a new one. Replacing it is the easiest of the 3 steps.

While you have your nose in the furnace, look at the heat exchanger. Make sure it isn't cracked or dirty. One will kill you, the other, your wallet.