So the first things to check are the most obvious, that there are pellets in the hopper, and the pellets are able to work their way through the auger and into the burn pot.

Second, listen out of the sound of the combustion fan. If that seems fine, the next step is to evaluate the hot rod igniter. If there are fresh pellets in the burn pot but you're not seeing any smoke after several minutes that means the hot rod igniter has failed, and it will need to be replaced.