Mystic and Abner were the exact same way when the furnace kicked on. As a matter of fact, almost any noise will scare the daylights out of them and when that happens they usually end up sending their food dishes flying.

We have yet to kick on the furnace so when I get up in the morning and I shower I use a little portable heater and when I get out of the shower I usually have at least 2 of the kids laying right in front of it hogging all of the heat.