When I turn my heat on with fan in auto, the fan will not come on, but when I turn to on position the fan comes on. The stat wires match at the furnace, I was thinking one of my fan speeds? Or are they the same speed for auto-on? Or maybe my pcb? Any thoughts?

When you turn the thermostat switch to "Fan ON", you activate a relay that turns the fan on.
When you set the switch to "Auto", the thermostat turns the heater on when needed. When the heat chamber in the furnace gets hot, a sensor activates the relay that turns the fan on. That way the fan doesn't blow cold air before the heat chamber gets hot.