Furnace is a block which is made up of cobblestone. It is used to melt different forms of metals to create some new tools and items from them.
In order to make a furnace, you need to get eight pieces of cobblestone. Go near the statue of a horse and start smashing the steps with the help of your diamond pickaxe. Take the pieces in your inventory.
Make your way towards the crafting table and open a 3*3 crafting grid. Then place the pieces of cobblestone on it and this will make a furnace for you.