First step is to check the thermostat. Most homes have electronic thermostats but the there are still lots of mercury bulb thermostats in use. Is the thermostat calling for heat ?
There should be a mode switch or button on the thermostat. This will select heat/cool/auto/off/ & emergency heat mode with heat pump thermostat. A flame often displayed on the screen indicates the thermostat is in heat mode. If the icon is flickering then it indicates the heating is active or at least should be active and the heat should be on.
On the older mercury thermostats , there is a physical switch the sub base that set the mode. The switch can be sticking on these older thermostats. Try moving the switch back and forth to see if its sticky.
If mode is correct, check the setpoint compared to the actual room temperature. A lot of thermostats have 4 set points. Turn the cooling set point way up will not bring on the heating. Raise the heat set point.
Is there a working fan switch on your thermostat? Can you turn the fan on and off?