The pilot light on my state select 40 gallon water heater is constantly going out, I have to electricaly start it very often and the hot water goes quick! Sometimes it does decide to work and the hot water is steaming don't get it

It sounds like you have a thermocouple going bad, or possibly the gas valve. The thermocouple is more likely. It's a device that looks like a tube rounded on the end in the pilot flame and it produces electricity from the pilot flame to keep the pilot gas valve open and provides electricity to open the main gas valve. It must be adjusted just right to work and could be out of adjustment or old and worn out. They last 4-5 years normally, but sometimes longer. They attach in one of two ways to the gas valve: they can screw in with a threaded connection or attach with two wires. They sell universal kits depending on how they connect. DrTom4444