Thermostat setting

Question

I just bought a new house and I have a heat pump-we live in North Carolina. The name on the thermostat is Braeburn and it is a multi-stage 2 heat/ l cool digital thermostat. We have it set at 68 and when the blower first comes on it blows warm air-however then it switches to cool air. And sometimes cool air comes out first. We have set both stages to 68 and it is in the heat mode. Should the 1st and 2nd setting be different?