Your pilot light is a small open flame that is fed by a steady flow of gas.
Problems arise when the gas flow is obstructed, or when the pilot is somehow blown out. Now in newer appliances, ignition may be achieved by a sparking device or a glow bar instead of a pilot light. In furnaces and water heaters, and in some ranges and dryers, the pilot light is accompanied by a safety device called a thermocouple — this is a heat sensor that turns the gas off if the pilot flame goes out.
A correctly adjusted pilot flame is steady and blue, and stands about ½ of an inch tall. If this flame repeatedly goes out, it may be getting too little air; now if the flame is yellow at the tip, then it is getting too much air. To correct either condition, turn the pilot adjustment screw slightly. Should your pilot light go out, relighting it is not difficult.
First: If there is a gas valve at the pilot, turn the valve to the OFF position and wait at least four minutes to let any built-up gas dissipate. After four minutes, turn the valve to the PILOT position. If there is also a safety or reset button, depress the button, hold it down.
The next step is to hold a lighted match to the pilot orifice and turn the gas valve to the ON position. Now, when the pilot is burning brightly, let go of the reset button. If there is no reset button or gas valve, simply hold a lighted match to the pilot orifice.
If, after several tries, you cannot light the pilot light then call your local electrician and they will have the expertise to fix the problem.