The gas supply is regulated outside your home from the main line to the regulator outside then into your home, you may want to check for a leak by turning off all gas appliances and go outside and look at the meter and see if any of the black dials are moving, if not I would call Gas co. And have them check their meter/regulator to make sure it is supplying the correct amount of gas to your home.

 It sounds like you have a forced air furnace. If it was a boiler I would look into that, but if your problem is gas related I would think you just had work done lately on the mechanicals, otherwise maybe the burner on the water heater is dirty or the controller is going bad. The way you describe it the water turning warm so quick doesn't sound like a gas issue because you should still have some hot water left in the water heater. I would check the cold water dip tube in the water heater to make sure it's not defective but that problem would happen all the time. If you figure it out please let me know. If I have helped you please rate my answer.