It's been a really dry winter with not a lot of snow. That means there's probably more dust kicking around than usual. As we head towards spring, it's time to change your furnace filter. The rule of thumb is to change your filter every three months but, if your house is particularly dusty, your rule of thumb may be to change your filter more often than that to keep up.
And why should you change your furnace filter? A dusty filter means your furnace has to work harder to pump air through its system. That can lead to overheating and faster general wear. Basically, your furnace could conk out before its time. That's annoying and expensive for everyone. So change your filters, 'kay?
Want proof? Here's a video of Michael changing his furnace filter before the winter and the surprise that awaited him (fast forward to 0:25).
If you want more resources for general furnace filter care and info, check out Bob Villa (of 'This Old House' fame) and this super in-depth info from a friendly handyman/repair guy.