Many folks trying to fix a furnace that does not ignite, come to find that they don't have a"pilot light" at all as I describe in How to Light a Gas Furnace Pilot. What they have is an electronic ignition asused in more efficient and modern furnaces.
If you have a newer furnace with an AFUE rating of above 80, you'll be dealing with a furnace electronic ignition system having either an intermittent pilot or hot surface ignition and of course a thermostat that may need troubleshooting.
Modern electronic ignition systems are more reliable than the standing pilot systems of old, but just as your new car has an electronic brain, so do some of these furnaces. And that means you're somewhat limited as to what can be done "under the hood" when they don't work
But take a read of the tutorial Overview and Repair of the Electronic Ignition Furnace and you'll learn how they work, and what you can do when they don't.