I went to a Heating and Air Conditioning customer's home the other day. They had called me to tell me that their heater was not coming on. It is December and getting colder in northern California. I am a compassionate guy so I headed over there after I finished with my regular job.
I arrived at the home and went to where the heater is located in a closet in the home. (yours maybe in the attic, basement, or garage) I removed the door and found a 30 year old Heating unit. This unit has a standing pilot light, a flame that burns continuously, and it was not lit. After trying to light the pilot light unsuccessfully I determined that pilot light would not stay lit.
The older Heating furnaces with standing pilot lights have a thermocouple, that is designed to sense the pilot light flame. That is how the pilot stays lit when you remove your hand from the dial, while trying to relight the pilot. If the thermocouple fails the pilot will not stay lit and the burners will not light so the furnace will not heat the house. You can visually check the thermocouple as well as the pilot flame. Look at the pilot flame while holding the knob in the start position.
1. Is the pilot flame floating (if it is have a Heating serviceperson check the gas valve)
2. Is the copper lead bent or kinked
3. Is the thermocouple insulation damaged
4. Is the thermocouple tip dirty
You can clean the tip by lightly sanding it. Also make sure it has not slid down out of the flame. If you feel the flame is aimed properly and the thermocouple is clean and there are no visible signs of damage then damage is on the inside, remove it. You can take it to an appliance parts and service dealer where they will sell you the correct part or you can call a heating service person to come replace it for you.