Installed Honeywell thermostat, furnace inop

I replaced a mechanical Coleman Mach thermostat with a Honeywell non-programmable thermostat. I tested out the A/C a few weeks ago and it works fine, even with the toggle switch I added for the fan hi/low setting. When I tried the furnace this weekend, it did not work. The Honeywell displays "heat on" but the furnace does not trigger. I ran the white wire (two wire red and white) to the W position on the thermostat. Where do I start troubleshooting?