If there is no air coming out of the vents, check condition of air filter & replace if needed. Standard size is (16x25x1).
Make sure thermostat is set on AUTO not FAN.
If you have a light switch in your furnace closet, put it to the "on" position.
If unit is frozen outside turn thermostat to "off" so unit defrosts.
Do not set thermostat below 70 degrees.
If door is removed to access filter, it must be secured properly in order for unit to turn back on.
Safety feature will not allow gas to get to pilot light unless its vent cover is securely attached. This may be indicated with a flashing light.
Check condensation line/tube when water is around furnace area.
Check breaker box to ensure breaker has not tripped.