Check your thermostat first. Thermostats can get turned off by mistake, or be set at a temperature too low for the furnace to kick in. Make sure the thermostat is set at least five degrees above the current room temperature. Thermostat batteries can run down over time as well, and may need to be changed.
Check the vents in your house to make sure they are not closed or blocked. Many homeowners close some vents to save money or direct heat to specific rooms; however, if 60 percent or more of your vents are blocked it can lead to overheating, which may cause your furnace to shut down.
Change or clean your filters. The filters in your furnace block dust, dirt and whatever else happens to be floating around in the air as it passes through. Over time this stuff can really pile up. Blocked and dirty filters can cause your furnace to overheat and shut down. This is one of the most common furnace problems and one of the easiest to fix.
Press the reset button if your furnace won't start. This button is usually located on the primary control or on the burner motor, and is intended to manually start the furnace. If pushing the reset button after two tries doesn't work, don't keep pushing it or you will end up with too much oil in the combustion chamber.
Check the fuses or circuit breaker. If the fuse is blown or the breaker is tripped, check your furnace's wiring for any signs of damage, then reset the breaker.