If your unit seems to be operating, but not producing any heat, the furnace may not actually be firing. This may sound a little silly, but you'd be amazed at how many service calls are caused because the furnace ran out of fuel. If your unit is oil, or propane fired check the level of fuel in the tanks. If you ran out of fuel, ordered some more, and now your furnace will not start, your unit may have to be reset.
Some systems have a red reset button on the burner.
Other sysems can be reset by turning system power off then back on. If it is oil-fired, the pump may need to be primed. Check with a service technician. If not follow the instructions on the furnace to light the pilot. If after following instructions and the pilot will not light or stay lit, call a service technician.