Notice the way this valve's knobs look. Usually the word pilot will be aligned with an arrow or pointer on the body of the valve. Press down on the knob until it is all the way depressed. Be sure of this. Try lighting the pilot. If it lights but with a soft yellow flame, then there will not likely be sufficient heat on the thermocouple to make the flame remain lighted when you let go of the knob. Remove the pilot and clean the orifice. Use care not to damage or enlarge the opening of the orifice. The best way to clean it is to blow into it from one end and then the other with high pressure air (80 pounds pressure or less). This is for the pilot orifice, not the main automatic gas valve. Never blow high pressure into it.

This is the look of a lot of pilots. Place the match or lighter between the thermocouple and the pilot and it should light after a few second (delayed by the air in the lines). If not, there is no gas to the pilot.

Check for gas from the auto gas valve. Do this by loosening (at the auto gas valve) the fitting on the tube that sends the gas to the pilot. Push down on the knob and gas should escape. If not, the auto gas valve is bad and will have to be replaced. If there is gas there, then the pilot orifice is stopped up.

Remove the tube from the auto valve and the screws that hold the pilot in place. Remove from the unit the pilot assembly and the tube that is attached to it. Use high pressure air (80 pounds or less) to firmly blow into the tube, thus through the orifice. This usually removes most of any obstructions. Re-attach the assembly and see if it now lights properly. Be VERY CAREFUL to not cross-thread the fitting at the gas valve. Screw it in several turns by hand before using a wrench.

If it does not now light, then you will have to again remove the pilot assembly and this time remove the pilot gas tube from the pilot and clean the orifice with a very small needle or blow high pressure through both ends as described. Be careful not to damage it. The hole inside it is extremely small on purpose. Do not enlarge it.

Re-assemble everything and light the pilot. Hold down the knob for 15 seconds or so after it lights and then release it and it should stay lighted. If not, repeat the lighting and hold down the knob longer. If it will not stay lighted, then you will have to replace the automatic gas valve or the thermocouple. Replace the thermocouple first, it is only about 8 to 10 dollars and it is good to have a new one anyway.