Check the thermocouple to see if the pilot light is lit. The light should be a blue flame with a tint of yellow.
Check the battery to make sure it is charged. The problem may be as simple as a dead battery that needs to be charged or replaced.
Look at the circuit box to see if any fuses need to be changed or flipped.
Check the temperature on the thermostat to see if the unit is overheating or too cool. Be sure to see if the temperature is registering at all or if the keypad is working. If this is the problem, the thermostat may need to be replaced.
Look to see if the regulator on the propane tank is attached and functioning. This is the common cause of a fan running without producing heat.
Check to see if the registers are open and clean. At times, spiders or other insects may build nests in this area, causing a blockage.
Check to see that all connections of the furnace are located 1/8 inch apart. If they are any closer or farther apart the connection may not be good, causing the furnace to malfunction.
