We just lighted our Cozy wall furnace and the sides are hot...dont remember it being that way last year..Is this normal? thank-you

I'm sorry to hear that you're having trouble with your Cozy Wall Furnace W501E. Here are a few gas valve part numbers that may be compatible with your furnace:

1. Robertshaw 7000MVRLC Gas Valve: This is a common gas valve used in many Cozy Wall Furnaces, including the W501E.
2. Honeywell VR8200A2132 Gas Valve: This gas valve is also compatible with many Cozy Wall Furnaces and may be a suitable replacement for your W501E.
3. White Rodgers 36E22-202 Gas Valve: This gas valve is compatible with some Cozy Wall Furnaces, including the W501E.

It's important to note that the correct gas valve part number for your furnace may depend on the specific model and year of your furnace. I recommend contacting Cozy or a licensed HVAC technician to ensure that you get the correct part for your furnace. They can also help you with installation and ensure that your furnace is working properly.

Black means soot which means poor combustion. If soot is forming so is carbon monoxide which is poison. Call gas company for repairs.

Pretty much the only thing that will do that is the thermocouple not generating enough voltage for the valve to say it's OK.
Usually you need to hold the button for pilot lighting for 60 seconds. You can use a meter to check that it's generating enough power. The thermocouple has to be in the pilot flame properly.

Check this video:
https://www.youtube.com/watch?v=suen7QlJl4o

Gas furnace will not light Thermocouple test with the multimeter

Or see this site:
How to Test Thermocouple with Multi Meter Heating and Cooling

you may have a non electrical heat which uses a millivolt thermostat if you have a 24 volt stat will not work correctly.

make sure wall is between 5" and no more than 9", adjust gas pressure or have the plumber call cozy tech support at 502-589-5380

NEED MORE INFORMATION. IS THERE A LED LIGHT THAT FLASHES A CODE?. IS THE THERMOSTAT OPERATING PROPERLY? IS THIS UNITS FLUE EXHAUST VENTED TO THE OUTSIDE? & IS IT FREE OF OBSTRUCTIONS?,

It may well need a service if you have not had it done in 12 years this could well be a job for a gas fitter

No, It is not dissipating the generated heat fast enough.

Not at all it is fairly easy and unfortunatly they are made in korea and the really dont make one that last that long .You can purchase one for under 10 bucks and spending 30 or 40 bucks is better than 100 + per service call .

Cozy most generally doesn't provide a place for a filter in its wall furnaces. I have seen people secure a typical house filter to the outside grill where to return air enters. It's cheesy but works.