Heater won't work - am I missing something? HELP

So our first overnight trip in the TT was a success last night. But we had one issue - I turned on the heater and all it blew was cold air for hours. Never got warm.

The battery was on (fan worked fine) and the gas was on (cooking on stove). I called the person I bought it from and they said all you do is hit the ON button on thermostat and turn heat up to ___ degrees (whatever you want it at). It is supposed to light the pilot automatically.

I read the instructions and they are kinda complicated/confusing - wonder if anyone here can tell me what I am doing wrong?

1.) SET THERMOSTAT TO LOWEST SETTING

2.) TURN OFF ALL ELECTRIC POWER TO APPLIANCE (what does this mean - unhook battery for a second)

3.) TURN SHUTOFF VALVE TO OFF (is this the off switch on thermostat or the nob on propane tank outside or what)?

4.) WAIT 5 MINUTES

5.) TURN ON ELECTRIC POWER TO APPLIANCE (what does this mean - hook battery cables back up or what?)

6.) OPERATE HEATER FOR 5 MINUTES WITH JUST FAN AND GAS OFF

7.) TURN SHUTOFF VALVE TO ON (do they mean outside on propane tank)?

8.) TURN SWITCH ON BOTTOM OF THERMOSTAT TO ON POSITION

9.) SET TEMPRATURE NOB TO TEMP DESIRED