I have a concord furnace and when we turn it on there is only cold air coming out . The thermostat works but no heat where do we start.

Well at least you gave us the make of your furnace but Concord has been making furnaces for along time. The model # will help. If its an old system is the pilot lit? If it's a newer system you should have a flashing light on the control board(look through small round window on the blower door) that gives a code to what is wrong.