Three basic items to check before calling for heating service:
Make sure power to the furnace is on. Usually there is a switch on the side or top of the furnace, hint- try turning the power off for one minute and then turn it back on. Even furnaces have computers that need to be reset for reasons such as power fluctuations or improper ground connections.
Check for proper thermostat setting. If the thermostat is in the heat position and set above room temperature try turning the heat/off/cool switch to off and then back on.