On the 115 bodies (at least my 75 240D) the AC switch actually controls a couple of functions. It is a vacuum switch as well as the temp control for the AC. If it is not turned all the way back to the off position then the system will not switch over to the heat mode.
How you can tell? Under the drivers side footwell (alongside the center console and running vertically) is a long shaft connected to a vacuum pod. When the AC switch is in the full off position this pod is activiated/deactivated (not sure which), this causes the rod to move and a small metal plate on the shaft engages a swiotch (you can see it positioned next to the rod) that changes the system from the AC blower (in the base of the center console) to the heater blower (behind the center console). This also closes the AC flap and opens the fresh air flap which is the source of the heat exchanger air. If you can feel air being pulled in through the side vents in the bottom of the console then your system has not changed over to the heat mode.

If in doubt pull the AC switch knob out and use a small screwdriver to engage the keyway and turn the switch all the way to the left. You should hear the heat flaps engage and the blower motor on the AC will stop blowing and the heater blower will then engage.
I learned about this because the knob on my AC switch got loose and turned before the switch went all the way to off therefore the system never initated the changeover to the heat mode.

Hope this helps.

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'99 S420 - Mommies
'72 280SE 4.5 - looking to breathe life into it
'84 300SD Grey - Sold
'85 300SD Silver - Sold
'78 Ski Nautique