The thermostat must be set higher than the actual room temperature. If the thermostat is programmable, be certain it has fresh batteries.
If there is central air, or the system is zoned, make sure the selector switch is on heat.
If you are familiar with the fuse or circuit breaker panel, check for blown fuses or tripped breakers. Correct the problem once. If it repeats, call a serviceman.
Do not attempt to service the controls inside the cabinet. Deadly high voltage conditions exist.