I’m referring to black because it is black or some shades of it all the way to light gray. Brown isn’t typical or at least I’ve never seen it, so there has to be some source of that “pigment”.
With this new high efficiency furnace installed a few years ago there are a couple of things that might be responsible for your brownish staining on walls.
If you have an old air conditioning coil still attached to this newer furnace; there might be deteriorating coil compartment insulation that is being slowly released into the air and resulting in discoloration of interior wall surfaces. I doubt it…
Lining of the air ducts or air ducts material itself. I don’t know how old is your house, its HVAC air ducts, and how were they designed. I’ve seen many older homes with wall and floor framing used as an air duct (supply and return).
Sometimes asbestos based brownish color cardboard or some kind of a paneling board (1/8” – ¼” thickness) was used as a liner or to create an air duct; for example by closing the bottom of the space created by two floor joists and the floor decking on top. I hope asbestos is not your case.
Crawlspace air intake or disconnected air duct in an unfinished crawlspace... with maybe something like a clay floor. If you have an unfinished crawlspace and air ducts running through that area, they might be picking up dust (especially if a return duct is open / separated in there) and blowing it through the registers.
Can you see discoloration, powdery substance on the registers and air filters??? When you rub that discolored wall area with your fingertips, does it feel like a powder and stains your fingertips?
Same as number 3 but with the ducts running through the attic and sucking in some brownish insulation dust.
Exterior air intake. Some forced air HVAC systems are designed with an exterior air intake which should be controlled by a damper. They are designed to improve ventilation in air tight homes, increase air exchanges, and minimize the possibility of Carbon Monoxide poisoning. If there is such system installed in your home there would be a question of pollution in that particular area.
Smoking is still one of the possibilities, even if there were no prior issues with it. It might be responsible for staining because of a different paint used on surfaces (one that reacts with smoke). Or maybe your previous homes had better insulation installed inside exterior walls / on top of the ceiling and staining wasn’t that obvious.
However, i believe that you would have to be a heavy smoker to cause noticeable discoloration / staining of the interior surfaces. With forced air systems it doesn’t really matter where you smoke because the air is constantly circulating.
You can start investigating by installing some white color air filter. If the filter turns brownish after a couple of weeks there must be something that causes discoloration inside the house or between the air intake and the filter. Can’t say much more about it because I don’t know your HVAC system’s configuration (where is the filter located, returns, etc.).
If there’s no discoloration on the filer, try to put facial tissues under the air supplying registers, and monitor their color… plus all the other stuff from 1 to 6. If you can somehow collect this brownish substance (stained tissue, filter, or swabs from the wall surface) you might have it lab tested to determine what's in it.
Let me know if this helped at all. Just click on “comments” below