Sounds like a delayed ignition on a newer pilotless furnace. If so, that bang is scarier than reality. What happens is the small pilot gas valve opens, but the spark does not ignite the pilot right away. It goes thru a delay cycle before re-spark. Once the spark finally ignites the gas....HUGE BANG!!! Fortunately, the furnace has a safety shut-off for the gas.
If you do not smell gas, you should be fine. Shut it off for now and have a professional check it out.