On the old pilot models,it takes a while to get the air out of the system.Lots of old timers used a propane torch to light the pilot and heat up the thermocouple because it allows the main valve to open and purge the system right away.Once the lines are cleared of air,they pretty much just keep on working.There is probably an on/off switch under your thermostat that needs to be switched on.As soon as you crank up the stat so it's calling for heat,the fan motor runs.The fan motor also provides combustion air,so it won't light without the fan running and tripping the sail switch.There is also a time delay built into the controller so the fan won't come on for maybe 15-30 seconds.
