Hi, Sharon. If you have checked the obvious and found nothing, then it is time to check the not so obvious. The timing of the smell and the furnace could be that the time an animal got in your house for the winter and you needed to start using the furnace were both in the fall. Check your attic and your fireplace if it is close to the kitchen. Look around the outside of the house for any hole that could be an entry point or burrow under the slab. The furnace fan could be moving the air around so you only notice the smell when the fan is running.
Good luck. Tracing a smell can be really tough and you have to be a detective and not pass over any clue.