Day and Night Furnace Thermostat clicks, but burners don't light

We have a Day and Night Forced air heating with a Lux 500 thermostat. My husband lit the pilot light and I set the thermostat. When we bump up the temperature we want, the thermostat makes a small click, but the furnace doesn’t fire up. We did get it to fire up on the cool setting! Not sure how…

So, the furnace can fire up. We are trying to find where the message is getting lost.

Thank you for any help you can give us!

My husband did some testing of the wires and determined the problem was in the thermostat. We bought a new thermostat and it seems to be working.

Thank you for the forum!