Gas tank
Check that other gas appliances work and that the dial on the heater's gas control reads ON, not OFF or a vacation setting. If the pilot is out, relight it once, following the instructions on the label on the tank, word for word.
Stop there if it will not stay lit. A pilot that keeps going out usually means a failed thermocouple or flame sensor, or a tripped safety shutoff on the burner. That needs a part, not more attempts.