There are a couple of things to check. 1.What color is the pilot flamte? If it is yellow then it is dirty and needs to be cleaned. 2. Check the thermocouple. That is the gold color rod that the pilot flame burns on. It is a safety device that tells he heating system if the pilot is burning. It is inexpensive and should be changed if you are going to pull the pilot assembly and clean it any way.
Check your instructions, Usually you have to keep it on pilot mode for 30 seconds then you should be able to turn it to on without the pilot flame going out.
Spillage
There could be a draft causing the pilot light to go out.
A small amount to keep the pilot light going.
Spillage excessive condensate bad thermocouple draft
because if you take off without a pilot you are liable to wreck it because you keep lying to a tree and if there's no pilot there you can't really take off you can you handle it you need something. And you can't landed either with her part of it because can't live without a pilot either because if you take a pilot out of a flying B a flying airplane and you're going to lend it how you doing lady is going to keep flying I tell you either the end of messes up or you or
There are a couple common reasons for a pilot light going out. 1. The thermocouple is weak. This is the gold rod that must see the flame in order to keep the gas valve open. it is a safety device that will not let the gas vavle open if there is no pilot. 2. The pilot is dirty and has a yellow flame. If this is the case, it will have to be cleaned. There are books on he market such as forced hot air furnace - troubleshooting and repair that show you how to repair your furnace. You can buy this at amazon.com
Going to training in a flight or pilot school.
A pilot drives and maneuvers a boat depending on where it is going.
To keep the pilot up longer.
My direct vent furnace pilot light issue was the glass viewing port was missingallowing room air to blow out the pilot light. Replacing the missing glass which stopped the draft, fixed the problem.
Thermocouple. Keep pilot knob depressed for 30 seconds after lighting pilot.