Furnace came on when it shouldn't have
You probably have a boiler that heats water (or steam) and then pumps it through the house to radiators or baseboards. The boiler needs to keep the water heated to a certain temperature so that when the thermostat calls for heat, the boiler can pump the water (at the design temperature) through the house. 

So, the boiler will "kick on" from time to time to heat the water.

Also, some boilers can heat your potable hot water too (through a heat exchanger). It could be "kicking on" to heat your hot water.