Thermostat is set at 72, but when I wake up it reads 59 and the furnace is off. Filters have been changed. If I turn the shut off shift off, then back on the heater will turn on and run for awhile, but will still shut off before it reaches 72. What should I check next?

Hi msteele and welcome, to get the best answers you need to post more info: model of furnace, you say " If I turn the shut off shift off, then back on..." what are you turning? And time how long the burner stays on when it does work. Ok? Good luck