The light works and all electrical seems connected properly (no loose connections). I turned it on to go to sleep and when I woke up it had stopped. I did not smell anything so I don't know if the motor burned up. It is less than two years old. Anything I should check before I go buy a new one?

The problem can be any switch that controls the fan has failed. To determine this, you will need a voltage tester with test leads to troubleshoot the switching to confirm the switch(es) are working or not, before you discard the fan.

Is it a remote fan? What is the make? Check these troubleshooting instructions:

General ceiling fan troubleshooting and help FAQ- Ceiling Fans N More (http://www.ceiling-fans-n-more.com/ceiling-fan-general-troubleshooting-and-FAQ.php)

Light works/Neutral good. Verify Hot to Fan wire@ Fan. Check different switch settings and reverse switch. Can still be switch. Use meter.

Fan winding may have opened up. See above, may be interested in fan.

Find windings RARELY, if ever, open.