Is your furnace a Suburban SF Series? If so, try to download this service manual. If not, maybe this website has a manual for yours.
More info is needed for others to help if none of the previous poster's suggestions reveal the problem.
Does the furnace fan blow a good air flow, both from the heat registers and from the outside vent?
Does it just click but no air flow?
Does it do nothing?
If it does nothing, shut off power to the thermostat so it will reset and try it again. It will lock out after three failed trys.