Animal Urine Smell From Furnace?

Thoroughly clean top and any accessible parts of the furnace, and replace the filter

I once bought a stove/oven that had been stored in a shed. The mice moved into the oven and when I turned it on to use it, the smell was horrendous! Since mice/rodents actually nest in the insulation that meant that all of it had to be replaced. I would imagine that your furnace has the same material as well as the filters. If you have someone who can do it for you, that's great. Otherwise you will have to pay someone to come out and remove and replace all of the insulation.