Natural gas furnaces have a lifespan of between 15 to 20 years depending on the usage of the furnace.
The colder the climate the less time the furnace will last since it will have to run more often to keep your house warm during winter.
After 20 years though a furnace is likely to need replaced soon and the furnace should be replaced before it actually fails during a cold winter and leaves you freezing.
It's also best to have a furnace company come out once per year and check the furnace over before winter to make sure it's working properly.