Turn my heat on via the thermostat. My oil fed burner kicks on and is lit up (heat is being made). The system is sucking in air to feed the system. Only problem is hot air never makes it out the vents? It's blowing room temperature air even though the furnace is burning oil at full steam! Any reason this would happen?
If the vents are blowing the room temperature air weakly, then it sounds like there may be a duct disconnected somewhere that's blowing most of the hot air somewhere that's not useful (into a corner of the basement, into an unconditioned attic, etc). I'd trace the duct path from the furnace to a register and see if you can see where any disconnections might have happened. Touch the surface of the ducts. It should be very hot nearest the furnace. See if you can find where it gets cooler.
If the vents are blowing air full blast, but the air is room temperature, then it sounds like air isn't actually being heated adequately by the furnace itself. If that's what's happening, it's likely not a DIY-fixable problem (especially considering it's an oil furnace)--you'll want to call a pro.