I have an electric water heater and our air has been working fine this summer but now that the fall is upon us and it has started to be cooler in the early mornings and late evenings, I decided to turn the heat on to warm the house. When I did this, nothing happened so then I moved the switch from AUTO to ON to make sure that it would come on. The other switch has been moved from air to heat and the temperature has been moved up so the heat can switch over to heating the house. Is there anything I can check or try to do in an attempt to correct this? I have checked the air filter already and it has been changed.

Sounds as if the capacitor in your outside unit may be bad... It's best to have an experienced HVAC Technician look at it if you have limited electrical experience. You can get shocked.