I connected a new ceiling fan and jumped off the furnace wire in the attic. Is this safe and OK. I did use wire nuts and made sure the connection was good

Yes, the fan can use the furnace circuit.

I am glad you used wirenuts, however, are all the splices in an electrical junction box, using proper cable connectors and a cover on the box?

No but I do like that idea and will install the gang boxes. Thanks very much!

I am glad you approve of using junction boxes and covers to contain splices, as it is the law.