Immediate safety
Leave the building when the condition may be dangerous.
If you smell gas, suspect carbon monoxide, see smoke or fire, hear an active electrical arcing sound, or a carbon-monoxide alarm sounds, move people and pets outside and contact the appropriate emergency or utility service. Do not stay inside to troubleshoot.
For the service call
Send observations, not a self-diagnosed part request.
Share the property address, indoor temperature, thermostat display, equipment type and age if known, fuel, what starts or does not start, timing, recent service, filter condition, fault code, and unusual noise or odor. Those observations are more useful than guessing which component failed.