And if you were asking about air conditioning in the summer, that would be the answer. Moderately "oversizing" a furnace vs. the heat loss calcs doesn't cause m

And if you were asking about air conditioning in the summer, that would be the answer. Moderately "oversizing" a furnace vs. the heat loss calcs doesn't cause major problems; for air conditioning it does, with an oversized unit you don't get adequate humidity control. But for furnaces, to get noticeable negative effects you have to MASSIVELY oversize. The upshot of this (and other factors such as needing to upsize the furnace to get enough air handler capacity for the cooling load in summer) is that no, if your furnace is firing almost constantly all winter, something is probably wrong. That "wrong" is likely to be "the furnace itself is working fine, but you don't have enough insulation and your windows are super drafty", but for purposes of the basic "is this normal".. no. It's not, given common North American residential HVAC practice. Certainly worth further investigation. Importantly in this case, the outside temperature at which your heat or AC runs constantly is the maximum where your house will maintain temperature. So, because of the different tradeoffs of oversizing heat vs AC, normal practice is to put in enough AC for a typical summer (and just let the house get a little warmer during a heat wave) so that dehumidification remains optimal, and to put in enough heating for a worst-case cold snap because, well, it doesn't hurt much and people REALLY complain when their house gets cold in the winter.