How old is this unit? Does you pilot burning all the time or only on a call for heat.
It sounds like you have a standing pilot with a thermocouple If you do, go to the furnace and find the R&W post. Jump the R&W post and see if your furnace
starts. If it does start then the problem is in the stat or wires going from the furnace to stat. If it does not start then the problem is in the furnace. If the problem is in the furnace check for open limit or roll-out switches, next check to see if you have 24 volt power at gas valve. Let me know what you find. Later Paul