Lighting a gas wall heater pilot light requires locating the valve, starting up the gas and igniting the gas with a match or lighter. The procedure is the same for a relight, except the furnace must be turned off for about five minutes to clear out any gas fumes.
The valve on the heater must be turned to "pilot." If pressed, the valve emits a hissing sound. This is the gas being released. Press the valve until there is a natural gas odor, which smells like sulfur or rotten eggs. The smell indicates that any air in the system has been purged. If the valve has been pressed for more than a minute and no smell is detected, it is safer to call a heating professional.
Once the smell appears, release the valve while the match or lighter is lit, then press the valve back down for the lighting. Place the match or lighter next to the valve to light the pilot. Remove the heat source, and hold the valve open for about a minute to heat the thermocouple. This device keeps the valve open only if the pilot is lit.
If the pilot light goes out, repeat these steps. If it stays on, switch the valve to "on."