Not saying that it’s extremely demanding, but a single wooden pallet won’t give you a ton of heat compared to actual firewood. I should also mention that processing pallets into burnable firewood takes some effort.
It is difficult to maintain a steady and safe temperature when burning this kind of stuff, so it really is more of a kindling, not solid and maintainable source of firewood. To reiterate, just using wood you can get from pallets to heat your home might sound like a great idea at first, but it really isn’t. Once that is working, put in the real firewood. In other words, use the pallet scraps to, perhaps, start a fire and get it going. It’s best to use pallet wood in conjunction with actual firewood splits. That is because this type of super dry wood creates a lot of heat, which will only require more attention when operating the appliance, to prevent overfiring and other damage.