I have a coleman 3800 that sometimes it blows hot air and sometimes its cold, could it be the thermostat, although it was changed recently,

You need to keep your posts together under the same name!!

It sounds like you have a intermittent problem so it could be just about anything.
If your furnace has a flame sensor try cleaning it.
Look at the sticky notes at the beginning of this board for more info.

Is this in a mobile home?
Is this in a travel trailer?
I have no listing for a 3800 series Coleman.