First, check the thermostat is set to Heat and the furnace switch is on. Still cold? It's usually an igniter, flame sensor or pressure switch, and most of those are fixed in one visit.
A tripped breaker, a failed capacitor, a dirty outdoor coil or low refrigerant cause most of these calls. We test all four before we quote you anything.
Try fresh batteries first. If that doesn't do it, we check the wiring, the C-wire and the settings, and set up smart thermostats so they actually save you money.