This picture shows the inside of a brand new furnace installed in a brand new house, still in the late stages of construction. Unfortunately it was installed and operated before the drywall was installed. The dust you see came from sanding the drywall during installation. The drywall was put up in winter while the furnace was running to keep the construction workers warm. Drywall dust in the air gets sucked into the furnace and adheres to every square inch, hampering operation. Solution: find a way to keep the workers warm other than using the furnace, which is a forced hot air heating system. Propane or electric heaters might have been a good choice. But a thorough cleaning may yet save this unit.
Consider having your new home in Connecticut inspected. Dismantling and inspecting this unit could save the buyer the cost of a good cleaning or the cost of buying a new furnace a few months or years down the road.