Yeah, if the gas has been off at the tank for a while, you need to turn on the stovetop burner and flush out the air. Keep a lighter on it so it'll light as soon as gas arrives. Then you can try to fire the fridge on propane. As @jhlady said, if the fridge hasn't been run on gas for a while, there could be spider webs or wasp nests in the burner tube, so you may need to clean that out.
For what it is worth, there is no pilot light. There is an electric sparker that lights the gas burner. That click you hear is the sparker, and the fridges I am familiar with will try to light three times before giving up and throwing the error message. You may need to shut it off and try again a couple times before it works, if it hasn't been used for a spell.