1. Don't turn on the furnace
2. If the furnace is on the same branch as the lights, move it to its own circuit.
3. It is probably a low voltage caused by the fan motor starting (same as a fridge compressor does). There are motor types that are gentler starting or there may be a soft start available that would work for your motor (precharges a capacitor then starts the motor with the capacitor providing the starting current).
Linear Mode
