If you have a Suburban furnace, it works as Flybob stated. It attempts 3 times to light, and then goes into lockout mode if unsuccessful. You have to turn the furnace completely off at the thermostat, then back on to reset the lockout.
If there was air in the lines, it may take several attempts to purge it out...and thus your furnace may go into lockout even more than once.
Turn it completely off at the thermostat and then back on, to reset the lockout.
This may help:
Forest River Forums - Downloads - Furnace - Suburban furnace troubleshooting
EDIT: I see where iluvlcy was already stating the same thing as I was typing and getting the links.