Will I read a lot of questions very much like mine, but I'm a person who knows nothing about the furnace. All I know is that it's COLD here. We changed the filter a couple days ago and we started hearing the furnace was kicking on and off. So we went down stairs to check it out. What we could see was the furnace would kick on and then the blower would come on then the blower shuts off. A couple minutes later it will do it again. Never reaching 72, but if we turn it up to 75 in time it will get to 72. Will my question is could these filters be restricting air some how? Or would something else have happened? Also its been blowing snow here could snow have blocked something up?

Are you sure it is not a problem with the thermostat. When you have the thermostat set to 75 and the temp gets to 72 does the furnace shut off? If that is the case it is possible that your thermostat is off by three degrees.
You ask about a dirty filter that you changed a couple of days ago, was the filter that you took out very dirty, when a filter get dirty it starts letting stuff go by the sides of the filter and this will clog up the coil of the AC. This will cause the furnace to cut off at the high limit switch.

Since you say that you are a person that knows nothing about a furnace it is hard for me to dell you anything that you might do to even trouble shoot the problem, it is not safe to be sticking your hands around the electric parts of the furnace and it is also not smart to do something to the furnace that will over ride one of the safety features of the furnace and burn the house down... Hope you understand.