If your heater has stopped working, then you want to figure out why it isn't working as soon as possible. You don't want to sit in the cold for a long time while you are waiting for the repair person to come and fix it and find out that it's something that you could've fixed on your own. There are some things that you can do on your own to see if you can get the furnace running again.
One thing you need to look at is if the emergency switch has been turned off. That switch will turn off the furnace if something happens. If your heater isn't working, then you will want to check that switch to see if it has been turned off. The switch is generally near your furnace. If it isn't right on the wall next to your furnace, it will be near it. It's also usually red or some bright color so that you can easily see it. Look to see if the switch is turned off. If it is, then all you need to do is turn it on and see if your furnace turns back on. If it does, then you're good to go. If it doesn't or the switch turns itself off immediately, then you need to call a furnace repair company and have a service tech come out to your house as soon as possible to get everything worked on.
If your furnace runs on heating oil, you need to make sure that you have fuel oil. You may not have realized that you have run out. There are various ways that you can check to see. If your tank is visible, such as if you have an outdoor propane or kerosene tank, then you can go outside and look at the tank to see how much fuel is in it. There should be a gauge right on your tank that you can look at and will tell you how full your tank is. If your tank is underground, you should still have a gauge somewhere that you can find it. If not, you can call your fuel oil provider and ask when the last time your tank was filled and they should be able to give you a good idea of that time and if you are going to need a refill soon.
If none of those things work, then you are going to need to call a furnace repair company and have a service tech come out and check your furnace for you. Visit a site like http://thurlowsheatingandair.com/ for more help.