We just installed a Honeywell thermostat RTH111 non-programmable thermostat to our forced hot air/oil furnace. When I turn the heat up first thing in the morning, there will be a delay of anywhere from 10 mintues to over an hour before the furnace comes on. It will run to the correct temp and shut off like it should. When heat is required again, you can hear the thermostat click on and the message on the front will say that heat is on but it is not. Then we wait and all of a sudden the heat comes on like it should.

Any suggestions.