Generators produce "nasty" electricity. Ok for lights and motors, but not
"clean" enough for anything electronic like a TV, computer, or anything
which has an electronic controller like your furnace.
So place a power line conditioner or your UPS (many have a power line
conditioner built in) between the generator and your electronic devices.
I connect my generator to my UPS when the power goes out and the UPS screams
like a stuck pig (due to poor quality electricity), but everything
electronic runs fine.