We have a Trane unit, the furnace is in the attic. My husband had it set to ON to keep the fan running. I switched the setting to Auto so the program would take over. The furnace will click on but the fan will not run. What could it be?

Defective blower control.
Did you just replace the thermostat?

The furnace will run on high speed when in the "on" position on the thermostat , when fan is in the "AUTO" position the furnace will run in low speed operation, the low speed portion of the motor may be bad or the fan- limit switch may faulty or the normally closed contacts in the fan relay may not be making contact. Hope this helps, Mike