Since you just bought this used unit, pull off the air intake grill, because sometimes a mis-informed owner may think that placing a furnace air filter in the intake (like residential furnaces have) is a good idea to keep the furnace clean.
In reality it slows the intake air flow which screws with I believe something called a 'sail switch' which causes the furnace not to light off.
Trust me...as I did this once and learned a valuable lesson at 3 am in the Mountains during the winter time. Can you say COLD! I was to blame for installing an air filter!