Change the thermostat batteries. If the thermostat batteries are dead, your furnace won't even turn on. Make sure your vents are open and clear. Check to make sure a supply vent (the ones that push out warm air) didn't accidentally get closed. Also, make sure your return vents (the ones that pull in cold air from your home) aren't blocked by anything. Check your circuit breaker. Make sure your breaker isn't tripped. If it is, just push it back to the "ON" position. If it keeps tripping, don't keep resetting it. This means you have a bigger problem.