1H-NMR spectrum for furfural
They are not coupling with the aldehyde proton. Because the three protons around the ring are locked in such close proximity to one another, they will all couple each other. Let us consider these protons:

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As by the $(n+1)$ rule of multiplicity, a proton will couple with each nearby, chemically unique proton and be split into $(n+1)$ peaks. These split signals can then also be split into $(n+1)$ more peaks by other nearby, chemically unique proton. Since all three protons are in the same region of space around the ring, they all couple each other, splitting each proton's signal into $(1+1)(1+1)=4$ peaks, making each signal a doublet of doublets (a quartet).

If you'd like a detailed analysis of the NMR of furfanal, you can read about it here.