My furnace blows cold air before the heat starts coming what might be the problem. Other than that it appears to work OK.

Pretty normal, particularly if the ambient temp is low and ductwork is in an attic space. The ductwork is cold and it takes a while for the heated air to get to you. Happens at my house. Until the fan comes on only gravity moves the air. If this is an older furnace with a fan control unit, turn up the fan on temperature a bit.

I like to track such things. When it's 30 outside, the air only takes 5 - 7 minutes to be warm. When it's 10 below, it can take 30 or more!
(Bryant propane furnace about 9 years old, ducts in unfinished cellar right under floor, house built 1970.)

Check for leak's in your return air duct. Shouldn't take 5 mins. to warm up.

I'm in the north. 2-3 minutes in fall and spring, MUCH more these days when it's below zero. Add wind - even more.