The heat exchangers are an incredibly important part of your furnace, but unfortunately also a part that many HVAC companies will take advantage of to get more money out of you. Learn more about them and when you should actually be concerned here.
The heat exchangers are where the heat is actually produced in your system, after the igniter starts the flame. Those flames shoot into the heat exchangers, making them very hot. Then your blower motor pushes air across them, thus making hot air that comes out of your vents.
Because there’s heated up gas air inside of the heat exchangers, the highest risk there is that, as they crack, carbon monoxide can get into the breathing air. This is a legitimate problem, but many disreputable HVAC companies will use it as a scare tactic when it might not actually be a problem. There is a legitimate process to diagnose this problem. You should be able to physically see a crack or have somebody test to show you that there’s actually carbon monoxide in the air. In that case, you do want to replace them as soon as possible.