Check the pilot light, sometimes it is hard to see if it is lit, so move your vision around the pilot light area and if you still don't see a flame, try lighting it until you do. that and or you don't have a valve or pipe hooked up properly to allow the water to flow through.
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Check your thermostat's,be sure they are turned up,tighten all (check),elect' connection's.
Check the pilot light, sometimes it is hard to see if it is lit, so move your vision around the pilot light area and if you still don't see a flame, try lighting it until you do. that and or you don't have a valve or pipe hooked up properly to allow the water to flow through.