Check and make sure the propane cylinder has propane first. Then see if you can get the stove to light. If not, close the propane valve, remove the hose. Re-install the hose, slowly open the valve. Opening the valve to quickly can trip the OPD, ( Overflow Protection Device ) causing no flow of gas. Go back and light the stove, this may take a bit of time to bleed any air from the lines. Use a match or one of those butane lighters instead of the ignitor on the stove. When you get a solid steady flame, try the furnace. It should light, it may take a couple of tries to bleed any air.
