Can anyone help me with lighting the pilot under my gas stove?

If it has a push button for pilot you will need to push it and light the pilot, hold the button for about a mintue and the flame should remain, if it doesn't, you could have a problem with the thermocouple.

If it's a simple standing pilot, then just light it, if it won't light, the pilot orfice could be clogged.

If it has a spark module on it, then no action is nessesary other than turning the oven on.