If a gas wall heater is not operating correctly, some things to check are the thermostat, the breaker box, the pilot light and the gas valve. If the odor of gas is detected, however, one should call a professional to diagnose the problem.
If a home's gas wall heater refuses to warm up, a homeowner has a few ways to troubleshoot what the issue might be. Most of them are an easy fix and will not require the help of an expert.
One of the more obvious yet overlooked reasons is the thermostat. Be sure the thermostat is set to "heat" rather than cool, and its temperature setting is higher than the current room temperature. If it is a digital thermostat, try changing the batteries to see if that helps.
Sometimes, the breaker to the gas furnace has been tripped for some reason. This causes an interruption in power to the furnace. Go to the breaker box and ensure the breaker for the furnace is not in the "Off" position. If so, switch it back to "On."
Gas furnaces have a pilot light and if it is out, the furnace will not operate properly. If the light is out, follow the instructions for the furnace to relight the pilot light. At the same time, check the gas valve to ensure it is in the open position.