No Fan delay during heating cycle. The old thermostat had this working.

[RickW2]

I installed a nest thermostat in our home. We have a forced air gas furnace. The old thermostat worked differently than the new one does.
With the old thermostat, when the temperature went down below the setting, we could hear the burner start and after a short amount of time the fan would start blowing warm air.
The new one blows cold air as it starts the fan and burner at the same time. It does begin blowing warm air after a few minutes. Shouldn't the fan be delayed as it did in the old system?

green wire G ON OLD THERMOSTAT G ON NEW THERMOSTAT

yellow wire Y ON OLD THERMOSTAT Y ON NEW THERMOSTAT

white wire W ON OLD THERMOSTAT W ON NEW THERMOSTAT

black wire RH ON OLD THERMOSTAT R ON NEW THERMOSTAT

jumper RH TO RC ON OLD THERMOSTAT

The old thermostat is a LUX 500

The new thermostat is a NEST MODEL 1.4 SOFTWARE 2.2-6

[collin-93]

This is normal behavior with Nest thermostats. Unlike many older models, Nest can start the fan and burner together, which may cause a brief burst of cool air before the heat exchanger warms up. Your furnace itself still controls when heat is actually produced. If the cold air feels excessive, check the Nest settings and make sure Fan overrun or Early-On is configured correctly, and that the system type is set to a forced-air gas furnace. Wiring looks correct based on what you shared, so this is usually a settings or design difference not a fault.