DIAGNOSIS The temperature sensor inside the Nest is reading inaccurately, or a system performance issue is preventing the setpoint from being reached.
FIX Calibrate the temperature sensor. Place a reliable thermometer next to the Nest. Wait 15 minutes. Go to Settings > Technical Info > Temperatures. Note the discrepancy. Use Settings > Reset > Calibrate to adjust the reading to match the thermometer.
IF THAT DIDN'T WORK Check for local heat sources. Direct sunlight, a nearby lamp, or an air vent blowing on the Nest will skew its reading. Relocate the thermostat if possible.
HEADS UP If the room temperature matches the Nest reading but the house is cold, your furnace may be undersized, have a dirty filter, or be in need of service. The Nest is reporting accurately, but the system cannot meet the demand.