Oil Furnaces run on home heating oil which when burnt produces soot and smoke. The entire path the smoke travels fills up with black soot and this soot must be cleaned out. Neglecting this could cause the furnace to be inefficient or worse, cause it to malfunction. A sooty heat exchanger will not absorb and transfer the heat efficiently and most of the heat will go up the flue. The smoke travels through the heat exchanger which is inside the furnace, through the smoke pipe to the chimney. All these parts must be cleaned out.