Check the appliance's knobs to see if they will automatically emit gas and light; if they do not light, then you know that the pilot light has gone out and you will have to relight. A "rotten egg" smell usually accompanies a gas leak, due to an additive in the gas to make people aware there is a leak, as gas itself does not have an odor.
Caution requires that you first shut off the safety valve. Allow any escaped gas to dissipate and clear the area immediately. If no safety shut-off valve is located; call 911. Do not light a cigarette or make any phone calls during this time as gas will ignite with one spark of static electricity.
Return to the area after at least fifteen minutes to open the main gas valve and relight the appliance's pilot light. When this task is completed, test each burner separately to ensure the appliance is working properly.