Bedrooms aren't being heated as well after new furnace
All of the air that blows out of your vents to heat or cool a room has to go somewhere.  That somewhere is the large air return vent.  When you close the door to a room, and there's not much of a gap under the door, the air blowing from the vents doesn't have any where to go (you just sealed the air's access to the return vent which is probably in a hallway or large common room), so the result is more air coming out of vents in other, non-closed-up rooms, and very little air coming out in the closed room.

The easiest solution is to not close the door all the way.  If you really need the door closed, you can trim the bottom of the door to give a larger gap, or put a vent in the door itself.