Safe checks first
Confirm the thermostat is set to Heat with a target above the room temperature, check the air filter, make sure vents are open and look for snow, ice or debris blocking the outdoor unit. If the unit is iced over, turn it off rather than chipping at the ice.
Defrost mode can be normal
In cold, damp weather heat pumps periodically run a defrost cycle, which may briefly blow cooler air and produce steam from the outdoor unit. That can be normal. Long or frequent defrost cycles, or heavy ice buildup, are worth having checked.
Common causes of poor heating
Possible issues include low refrigerant from a leak, a failing reversing valve, dirty coils, a bad sensor or control, a failed capacitor or fan motor, and airflow problems. Many of these need a trained technician.
Emergency or auxiliary heat
Some systems have backup electric heat. If it runs constantly, your bill may rise. If your thermostat shows emergency heat and you're unsure why, have it checked.