Where is my furnace air filter?
Don't snort that stuff! It's just dust from the exhaust pipe. Not fun to get in your nose. Your furnace is a downflow furnace so the filter should be on the upper section. But from the picture it looks like even if it is there, you wouldn't be able to get it out because of the exhaust pipe. Filters are always in the cold air return side. The little grill on the floor is a fresh air intake for the burner. So if you feel a cold draft coming in from it, don't cover it, it's supposed to do that. If there is no filter you should definitely add one.