If your gas heater has a pilot light that must be manually lit but won't stay lit, you can probably adjust it yourself. Even if the pilot light has never gone out, it's a good idea to check it now and then to make sure it's burning efficiently and to make any adjustments needed. On older appliances with pilot lights, most of the time the problem is with the amount of gas it's getting and can be adjusted easily.
Newer appliances have electronic ignition without pilot lights, so if they don't come on when they should, a service call is in order as these usually cannot be fixed unless one is very familiar with them.
Never try to light a pilot light if there is a smell of gas, whether it has been problematic or not. Leave it alone and leave the house, then call your gas company. Gas is extremely explosive and trained workers are needed to deal with it.
If you're sure there is no danger and you are ready to adjust the pilot light, you will only need a screwdriver to do so.
First, take off the cover so you can get to it. When the cover is off, along with the pilot light you will probably see a device called a thermocouple. A thermocouple is a bulb type of safety valve that shuts off when the pilot light isn't burning. If you don't see this valve, look for a gas shut off valve somewhere before the gas enters the appliance. Turn it off and wait at least a half an hour to be sure there is no gas near the pilot light.
Some pilot light adjusting screws have caps on them which must be removed. If yours doesn't have a cap or if you've removed it, use your screwdriver to turn the adjusting screw slowly to adjust the flame. Turn counter clockwise to increase it or clockwise to decrease it.
The pilot light should burn with a steady blue flame, no more than a half inch high. If the tip of the flame is more than just a tiny bit yellow, there is too much air coming along with the gas, but if the flame repeatedly goes out, there is too little air available.
If there is a thermocouple, the adjusted flame should cover it by a half inch. If there is too much air and the flame is yellow, stop and call a professional at this point, as there may be an obstruction in the gas line. A crimped line can be very dangerous.
Once you're satisfied that the flame is burning efficiently, put the cap back on, replace the cover plate and you're done.