Need a lot more info before giving any idea as to the problem.
1. Is the furnace standing pilot or spark ignition
or hot surface ignition?
2. What is the maker of the furnace?
3. Did you try jumping R and W at the furnace or stat subase?
4. Do you have 24 volts at the gas valve when calling for heat?
make & model of the furnace helps. Pic's with doors removed even better.
Pilot is on with no main gas burning with a call for heat.
Is the gas valve getting 24 Volts?
Is the power on to the furnace? (On/ off switches, fan blower door switch, breaker blown?)
Is there 24 V coming from the transformer?
Is your thermostat really working? (remove stat wires from thermostat and cross them )
Is there a fuse in line with the 24V side of the transformer & is it good?
Have you tripped limits or roll out switches.