When I turn thermostat on it clicks, but no heat. My son turned just the fan on it works, he opened door to heater said the pilot light is ignited and first time the burners came on. They then went out and then wouldn't come back on.

Brand and exact model of unit?

Lennox Model GIIQ3-82

I cannot locate that model number

Would you recheck the number and make sure you get the model number off the tag on the inside of the furnace door on the furnace itself. Also post exactly as written.