Probably a dumb question?

Okay I have a gas furnace and generator. When I walked by it after feeding my kitty I heard a soft feint sort of blowing sound from the pipe going into the house. It's not doing it now, and I don't smell anything. I even had a good friend and neighbor come and check it, because I have allergies, and wanted to make sure I wasn't missing the smell. He didn't smell anything either and noise was gone.

Is that a normal noise then when the furnace comes on? It's 38 degrees and very damp outside so that's why I have it on this sucky April day!