This morning I told my heat off and when I came back home my house feels like a sauna and the heat is on and when I put it on the off switch it still is on. I put it on air to cool down and then switch to off and the heat comes back on. What is wrong?

Hard to say but you have a short somewhere. It could be a frozen relay ( welded inside ). If you can do without heat for awhile try turning off the breaker and when you turn it back on later set temp too much lower setting and see if it stays off. Then position to normal setting and see if it comes on. Then cycles.