When I turn breaker on to furnace(thermostat in off position) the furnace kicks on after a slight delay.

What kicks on? The burner? The gas valve for heating?

The blower and heat(electric furnace)

Relay can be stuck closed? Or bad tstat?

Could be the thermostat wires are shorted out from the thermostat to the furnace causing the control circuit to call for heat all the time.

But this second option is probably the best. Inside the electric furnace there is a item call a heat sequencer. It acts as a time delay but it also causes the heat to turn on and the heaters to turn on in sequence with the blower also. If I were looking for a problem like you have the Heat Sequencers would be where I would start. You will need a electric meter and some skill to use it to find the exact problem.

Hvac1000, this guy has two threads, take a look at the other, he has left a little more info, see what you think.