The red light will come on when the system is attempting to fire the gas. Once the flame actually starts, the red light goes out. If it's staying on, your system is not igniting.
First and simplest cause is no propane, or the knobs on the propane tank are turned off, or your dual tank cross over switch is in the wrong position.
Check your gas supply first. That is probably your problem. Make sure you stove lights, although it will demand much less, if the flame is not full or not lighting at all, you know the water heater is not firing because of a gas shortage somewhere.