My heater will kick on right away but after

The furnace could be shutting off on High Limit ...means your furnace is running too hot...check your filter and make sure return air vents are clean and clear....also it can be the Heat anticipator in your thermostat...which controls how many times your furnace cycles...basically your furnace should come on and off 5-6 times/hr ....need more info on your type of furnace and type of thermostat