It’s recommended that you take a look at your natural gas furnace’s pilot light at least once a year, before the cold weather sets in if possible. If you see any signs of dirt buildup, you should shut it off and clean it using a soft brush or can of compressed air to gently remove anything from the opening. A thin wire also can be used to clear out any blockages if needed. The best option is to get an annual furnace tune-up, in which a professional will inspect your furnace and ensure your pilot light stays lit.