Starting a pilot light on a hot water heater

There is no pilot light on your power vented hot water heater. You may as well unplug it because the induction fan will continue to run. Hopefully your propane company is responsible enough to perform a gas leak check on your propane system. After the gas is turned back on, you can plug in your water heater to start it up. Run-outs are costly so it's bet to get on automatic delivery or call when the tank is down to 30%

You have tank-type gas water heater with standing pilot light.

Instructions for lighting pilot light are usually on front of water heater.
Since water heaters vary widely, if you want specific information without guessing, then add a comment with model number that appears on label on side of tank, and also describe the gas control valve on front of unit.
This information will let expert located manual and look up specific information plus troubleshoot steps for that model.

If pilot lights and flame is robust and clear blue, and pilot goes out later, then some suspects can be excluded: air in gas line, low gas pressure, thermocouple is overtightened (finger-tight + 1/4 turn), thermocouple not positioned correctly in the flame, dirty pilot tube.
If flame is yellowish and small: then clean pilot tube and combustion parts.
http://waterheatertimer.org/How-to-install-gas-water-heater.html#clean
Remaining suspects can include: air in gas line, low gas pressure, bad gas control valve, tight house so household vent fans pull air down water heater vent that blows out pilot, hot attic with inadequate ventilation, water dripping down vent.

Open following links to read troubleshoot resources.
http://waterheatertimer.org/pdf/Pilot-light-will-not-stay-lit.pdf
http://waterheatertimer.org/How-to-install-gas-water-heater.html#troubleshoot

If I understand correctly, the pilot light is not staying lit.
You light the pilot and water in the tank reaches temperature.
Once hot water is gone, then pilot light has to be lit again.

Gas pressure is good, and gas is flowing.
Thermostat is working at high end because it cuts off heating.
Vent is working because tank heats up.
Air intake is working.

Gas control thermostat might not be reading low temperature. Replace gas control valve.
Pilot tube might be dirty. Clean burner parts and combustion chamber, and air intake, and vent.
Backdraft might be blowing out pilot. Check for constant updraft by running water heater 5 minutes, and then light match under vent hood and see if smoke goes up.
Very hot air can put out pilot, especially when water heater located in attic. Add ventilation.
Improper vent might have water dripping back down into combustion chamber and putting out pilot light and rusting out the parts. Inspect for rusted parts and water.
http://waterheatertimer.org/How-to-install-gas-water-heater.html#troubleshoot
http://waterheatertimer.org/pdf/Pilot-light-will-not-stay-lit.pdf

You have tank-type gas water heater:
Open following link to watch thermocouple replacement.
Make sure new thermocouple sits into pilot flame. Instructions for relighting water heater are usually printed on side of tank.
http://www.youtube.com/watch?v=v0aBPsNg6vo

Gas water heaters need working thermocouple, adequate incoming fresh combustion air with no trace amounts of chemical, open vent to outside that drafts poison combustion product upward, clean burner tubes and combustion parts, correct gas pressure with no air in line, working gas control valve thermostat, no lockout condition such as tripped ECO caused by runaway heating and dirty combustion parts, and no lockout condition such as exposure to flammable vapors.
Open following links for troubleshoot resources:
http://waterheatertimer.org/How-to-install-gas-water-heater.html#troubleshoot

http://waterheatertimer.org/pdf/Pilot-light-will-not-stay-lit.pdf
http://waterheatertimer.org/pdf/Attic-Ventilation-and-Pilot-Outage-in-Gas%20Water-Heaters.pdf

http://waterheatertimer.org/images/Water-heater-in-attic-800.jpg
http://waterheatertimer.org/images/Test-water-heater-vent-1400.jpg

Reliance makes gas and electric water heaters.
http://www.reliancewaterheaters.com/

Best way to start is to look at label on side of tank.
Label has serial number, model number, plus it will say if heater is gas or electric.
Reliance water heater age is shown in serial number: first digit is letter, second two digits are numbers: for example numbers 02 would be the year 2002.
If water heater is 8-12 years old, it might be time to consider new tank.

Gas water heater has 3 inch metal flue pipe coming out of top of tank.
Gas pilot is probably off.
Relight pilot light: Most gas water heaters today have instructions on side of tank just above gas valve that say how to relight pilot light. Instructions vary by model.
If you have gas water heater that is older, it might be easier to call a plumber.

Electric water heater has panels on front.
Open top panel and push in red reset button.
If you have electric water heater of any age, you can usually fix it yourself same day:
http://waterheatertimer.org/How-to-troubleshoot-electric-problems-with-water-heater.html

Sounds like you have a bad thermostat. You can change the thermostat, but if the heater is more than 8 or 10 years old you might be better off to replace the entire heater. Thermostat replacement is easy:
1 turn off the gas 2 drain the heater 3 unscrew pilot, main burner, and thermocouple lines from bottom of thermostat. 4 unhook gas line from thermostat. 5 unscrew thermostat from heater tank. Use pipe sealer when you install new thermostat, and gas line fittings. burner and thermocouple lines seal on a taper seat and do not need sealer. after reassembly check for leaks with soapy water, not a match, light the pilot and turn up the temp. The heater may sweat quite a bit while it is heating up the first time, this is due to the cold water on the inside and the fire on the outside. some water may drip in the bottom of the heater and you might think you have a leak, but let it heat up completly, if the water is still dripping after the tank is hot then you need to find the leak.

LP OR NAT GAS , IF IT IS LP CHECK GAS PRESSURE @ TANK AND MAKE SURE NOT TO HIGH , IF NAT STILL COULD BE THE PROBLEM HAVE THE GAS COMPANY CK PRESSURE