So you’ve set your thermostat to a certain temperature and the heat level exceeds the set temperature. One possible cause is that the thermostat is mounted crookedly.
If this looks to be the case, remove the cover to the thermostat, loosen the screws that hold the thermostat unit to the wall and then level the thermostat. Retighten the screws and replace the cover.
Another possible cause is that the thermostat heat anticipator needs adjusting. This device is mounted in the center of many mechanical thermostats and it calibrates at which point the thermostat turns off the furnace burners.
Adjusting this device can be technical. While it is possible for homeowners to manage this repair we strongly suggest you bring in your licensed HVAC professional to manage this.