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this a fairly common issue as the control (ignition module) starts to age. Is yours a White Rodgers?
If original you have a white rodgers control. The blower relay inside the control has seized closed.
The replacement is shown at link below...just for an example...
What you will do is google the model number on your control. It likely has been upgraded to a new control. If you need help with that let me know.
the orange is an extra speed not being used. It can be taped off and left alone. If you wanted to switch speeds for example...you would remove red and replace with orange and tape off red