Make sure your propane is on (furnace is gas only), then move the little white lever on the top of the thermostat towards to the right (it's a cheap thermostat, so it doesn't show what actual temp you're setting it to - it just shows a little line scale). I tend to slide it very slowly, pausing for 1-2 seconds and waiting for the furnace relay to click to know where the current temperature is - usually it will warm up just slightly higher than the current temp when I do this which I find perfect. The red needle in the lower "window" shows the current temp - the upper window shows the set temp, with a moderate margin of error