"Safety Sam's" advice is good. But if you want to give it a try - These are general instructions for the "normal" old pilot light furnace so you'll have to use your judgement on just where the valve and pilot are. You may have to open a small door on the fire box to find the pilot.
1. Set the thermostat as low as it will go.
2. Get to the back of the furnace through on outside door. You may find lighting
instruction on a label there. Follow them.
3. Otherwise on the gas pipe you'll probably find a valve with a knob on top with labels OFF, PILOT, and ON or some such.
4. Turn the valve to PILOT, hold a lighting device (match, propane lighter, etc.) near the pilot burner and press the valve down. The pilot should light.
5. Hold the valve down for several seconds - this allows a thermocouple in the pilot flame to warm up.
6. Continuing to hold the valve down turn it to ON. You should be able to let go of the valve and the pilot will stay lit.
7. If the pilot doesn't stay lit repeat steps 4 - 6 holding the valve down a little longer before turning it to ON.
8. If the pilot doesn't stay lit after several tries take "Safety Sam's" advice.
9. If the pilot lights
successfully (close the pilot door if necessary) go back inside and turn up the thermostat to higher than indicated ambient temperature. The fan should come on for a few seconds followed by the main burner lighting.
10. If the main burner doesn't light or the pilot goes out, you've got some other problem. Take "Safety Sam's" advice.
Normal operation - When the thermostat tells the furnace to come the fan will run for a few seconds before the main flame lights
. There is a "sail switch" that detects that the fan is running. If the fan doesn't come on or the sail switch doesn't work the main burner won't light. Safety feature to prevent furnace overheating. When the thermostat tells the furnace to turn off the main burner shuts off and the fan will run for some time to cool the heater box before shutting off.
Hope that helps