Start with the thermocouple to be sure it's producing enough power....the pilot lit ... but the boiler (main burner) just would not fire.
It's probably fine but is inexpensive and often the culprit.
Similarly... touch and tighten all the wiring connections.
The next step up is the combination valve itself.
The same control voltage running the thermostat and pump relay should be feeding the valve too... either there's a fault in that circuit telling the valve to open or the valve itself is bad.