My pilot light is lit but my furnace will not kick on?

Make sure there is a good connection from the thermostat to the heating system. If you feel comfortable, place a small jumper from the R terminal to the W terminal found inside the heater cabinet. If the unit starts, you have found a problem with either the thermostat or its wiring. If nothing happens, you may have a bad transformer.

If your thermostat has any batteries in it, replace them first.