If you do anything that involves having an open flame indoors (and I'm including the flame inside a gas / propane fueled furnace, water-heater, etc., or a gas stove) you should have one or more CO alarms in your home as well. CO2 has its own issues, but CO is a very powerful asphyxiant and can very easily be deadly.
https://www.cpsc.gov/Safety-Education/Safety-Education-Cente...