My apartment has an old Sears wall-mounted gas heater. It's very simple... just turn the knob to the desired heat setting, or turn it off. Also, I don't think it's thermostat controlled... no matter whether you set it to 2, 5, or 10 on the dial, it just continues heating at that setting (as opposed to shutting off when it reaches a particular temperature).

The problem is that even when it's off, it sometimes cycles on and off... especially in the morning for some reason. Is there any reason it would do this? All it's doing is raising my gas bill when I don't even want it on. As such, I often end up shutting the entire thing off and turning off the pilot, which is a pain as I then have to go through the hassle of lighting the pilot the next time I want to use it.

Any advice would be appreciated.
Thanks

There should be no reason you have to do this unless the furnace has a minimum safety setting to prevent frozen pipes and such.
It might also be a defective switch.

I figure you rent since it is a apartment so I would call the landlord for repairs since it is there responsibility.