The thermostat is a digital Honeywell. It has a little icon on the
display that shows when it's calling for heat. When the scenario that I
described happens, the temp on the display is typically a couple of degrees
short of the desired temperature and that 'calling for heat' icon is
displayed. After it fires up the second time and reaches the desired
temperature, the furnace shuts off normally and that icon goes blank as
well. After that point, the furnace maintains the proper temperature
throughout the day.