Mel in NM~~Your furnace probably should be checked out by a qualified service provider if for no other reason' than that it has not been used for 8 years.
However, yours is apparently an older model with a pilot light which can (and must) be lighted from the outside. When the thermostat calls for heat, the first time, it comes on fine (as I understand you) but after that it comes on with an "explosion". If that explosion is a "pop" it would not worry me too much, but if it is a boom, you may have problems either with air intake, or unburned gases which have accumulated in the furnace. The fan is expected to run for some time after the furnace goes out, thereby expelling unburned gases. In fact, the fan may go off, and come back on, until it has expelled these gases based on the firebox having cooled. Then, if it has done this job, and the thermostat calls for heat, the fan should come on (as I recall it) and then the gas should ignite. But only with a pop, not a boom. Maybe the gas ignites first before the fan comes back on; as I said, I don't remember because both of mine are now automatic--no pilot light.
Perhaps someone more knowledgeable about the earlier models will come back to you and clarify the issue. But in any event, it should be checked. Because you already have it part way out, take it to the service department of a reputable RV shop, saving the labor on removal and replacement. But ask if there is an inflammable ring (used to be asbestos) that surrounds the exhause pipe where it exits the outside porthole. If your model calls for one, and if it is not intact, this alone can cause you trouble; but I think not the kind you are experiencing.
Contact each of the appliance suppliers (Suburban (?) Furnace; Dometic fridge (?) Bowman Water Heater -- i.e. Atwood Co.; H & H (?) Electric Jack; Reese or other hitch manufacturer) and ask for the service manual for the MODEL number of each appliance, and not just those I have mentioned (TV antenna; A/c; and whoever makes the brakes--the name slips me!!!; Thetford (?) toilet) When you get through, you will have a manual for your airstream except for the wiring and structural stuff.
And have you posted on this net, the need for the year and model SERVICE manual?
By this time the so-called "Owners manual" won't be very useful. Also, if you want to pay her really modest price, you can contact Helen Davis Secretarial Services, Sidney, OH. (only address I have): phone 937-492-8885 (I think; could be -8855 or -8835). She has replicated the service manuals for many of the older models.
Wish you well; would still like to see the Christmas lights against the snow!
Donald