What wall thermostat do you have?
Here is a manual that covers you model.......
LINKBlue, red, yellow should be for furnace (Red +12V, Yellow -12V, Blue) One blue should connect with red in junction box to feed power to thermostat contact and other blue would feed power (when thermostat contact closes) to limit switch to sail switch and then on to module.
When thermostat contacts close.....power goes to timed delay relay heating coil which when hot allows power to blower motor. When blower comes up to speed the sail switch closes and power goes to module and then to gas valve and spark electrode.