Are you sure it's a CO detector in the roof? It's more likely a smoke detector (although it may also include a CO detector).
If you haven't run your furnace before (because it's new), it needs to run for 20-30 minutes to burn off the oil film from manufacturing. That can set off the smoke detector
Open the windows and let it run for 20-30 minutes, then see how it goes.
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1988 Coleman Sequoia - popup (1987-2009) - outlasted 3 Dodge Grand Caravans!
2012 Roo19 - hybrid (2012-2015)
2016 Mini Lite 2503S - tt (2015 - ???)
2011 Traverse LT, 3.6L, FWD
2009 Silverado 1500 Ext Cab, 5.3L, 4x4, 3.73
2016 Silverado 2500HD Dbl Cab, 6.0L 4x4, 4.10
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