Diagnosis
The G terminal (fan) wire is likely energized when it shouldn't be. This is a wiring configuration error.
How to Fix It
Go to the thermostat's installer settings. Press the Menu icon, select Installer Setup, then Equipment. Check the Fan Control setting. If you have a single-stage system, set it to HVAC. This lets the furnace control the fan. Do not set it to Thermostat unless you have a specific multi-speed system.
If That Didn't Work
Check the physical wiring. A wire in the G terminal on the wall plate might be touching the R terminal. Turn off the furnace power. Ensure all wires are straight, secure, and not frayed or contacting adjacent terminals.
Heads Up
Never change wiring with the furnace power on. You can short the 24V transformer and blow the fuse on the furnace control board.