Be sure that the gas line to the heater is ON.
Looking at the Control Knob on top of the heater, you note that he knob has 3- positions: OFF, Pilot, ON.
Turn the control knob to the Pilot position and push down on it. If it does not go all the way in and your do not feel strong pressure pushing back at you, it is not directly in the pilot position. (Reposition the knob slightly and try again). Once You're sure the knob is directly in the pilot position and the knob is depressed, continue to hold it in and press the Ignitor button next to it. You will hear a loud click. If possible, watch the pilot assembly inside the heater when you do this. That way you can see if the pilot lit the first time. If not repeat, pushing the ignitor.
If the gas line had been turned off to the heater, the pilot may not light the first couple of tries, due to air being in the gas line. If that is the case, hold the control knob in until you smell gas, let off, wait 5 minutes and repeat the lighting sequence.
Once the pilot does light, continue to hold the control knob in for 1 minute. This will allow the Thermocouple to heat up completely. Ease off the control knob and the pilot should remain lit. If it does, turn the control knob to ON and the burner will light.
Now you're ready to set the temperature or comfort level. You do this by raising or lowering the flame height. The higher the flames, the more heat it puts out. The lower the flames, the less heat it puts out. The stripe on the knob represents the flame heights - Narrow stripe, lowest setting, widest strip, highest setting. Or your specific model may simply say Low, Medium, High.
If you do not have the Owners Manual for this heater go to
http://www.desatech.com/click on Wall Heaters and enter the Model Number of your heater. You can then download and print the Owners Manual.
Hope this helped to get you up and runnig.