You'll have a higher electric bill. Electric most likely generated by coal, and transported by train. Pray you're not Texas or Europe and power goes out in the winter.
The increase should be less than your gas bill. If your utility burns gas to generate your electricity it'll use less gas to heat your house with a heat pump than you'd use in a gas furnace.
BTW gas furnaces don't work without electricity so switching to electric heat reduces you from two points of failure to one.
