Your choices for dealing with a furnace placed in the middle of your attic are very limited. Either you move the furnace (and incur that expense) or you leave it and work around it.

You might be able to enclose it, but you must allow for air intake, heat produced by the furnace, and for access in order to change filters, clean and service the unit.

Your options also depend on how you plan to use the space. If you are planning a single room, you might prefer moving the furnace. If you are planning more than one room, you might be able to work around it.