YES - Heating systems burn fuel which can start to burn incorrectly as the burners accumulate dust and airborne particulate; when this happens the fuel to air ratio becomes compromised and the heating unit can start to produce carbon/soot. Carbon will start to build up on the heat exchanger and cause a loss of efficiency and premature deterioration of the heat exchanger. The soot could build to the point that it will stop the exhaust flow and cause carbon monoxide to enter the home. Filters, blowers, circulation pumps, zone valves, and many other components should be inspected for proper operation and safety as well.
If you haven't had yours cleaned yet this year, it's never too late to do so - give me a call and we'll get it running at top efficiency again!