The loud bang that you are hearing can be one of two things. Both of these must be repaired as both of them are dangerous to the health of your heating system and one of them is dangerous to you.
The first loud bang problem comes from delayed ignition. It is an explosion of a gas filled firebox igniting all at one time. Most furnaces either have a pilot light or the ignition system lights a pilot light. The gas valve then turns on the main burners by releasing a large amount of gas. The gas ignites the first burner and passes to the second and then the third and so on. There is a bridge between each burner to carry the flames through the furnace heat exchanger. If that bridge doesn’t carry the flame over to the next burner that burner chamber fills up with gas and, when at capacity, spills out into the front area of the furnace. This then covers the bridging flame area that is not working with gas and ignites from the neighboring burner.
This can actually blow the front panel off the furnace and cause fires. It can blow the pilot out and cause the furnace to shut down. This is something that really needs to be resolved before using the furnace again. It is extremely dangerous.
The second loud bang problem that we run into is poorly constructed sheet metal plenums. The plenum is that box on the top of your furnace. If the metal is too large, to thin or is poorly constructed it can let out a loud bang when the furnace blower motor turns on.
When the blower motor turns on the pressure inside the ducting increases. Most systems are designed to operate at about 0.5 inches of water column. One inch of water column equals 0.0361273 pounds per square inch. If the sheet metal plenum is 27” x 36” (a common size) it contains 972 square inches of surface for a combined pressure of 35.11 pounds of pressure at 0.5” of water column. If the duct is undersized (very common) we often see pressure in excess of twice this amount.
So picture slapping a 70 weight on a piece of sheet metal. The sheet bows out very rapidly snapping into a different position. This is the bang that you are hearing. It resembles a sheet metal drum. It is annoying and the rapid pressure changes can damage other sections of ducting. The lack of airflow across the heat exchanger due to the undersized ducting can cause it to overheat and prematurely crack.