Relighting a gas furnace pilot light is a simple procedure. First, turn up the thermostat, making certain that it is set to heat mode. Next, locate the pilot valve. It is located near the gas burners and is shaped like a box, with a gas line running into it. There will typically be a knob on the valve. Turn this knob to the "Off" position and wait a few minutes for any gas fumes to clear. Then look for the pilot itself, which will be located somewhere near the burner tube in the furnace unit. Turn the valve control to "Pilot" and hold the lit match or lighter at the pilot while holding the knob for 30 to 45 seconds. Release the knob and turn it to the "On" position.