Turn on the propane. With the thermostat all the way up and set for heat, let the blower run for a minute or two before you try to light it to purge the system. If it's like ours, it has a push-button ignitor. It sticks out the left side of the control - kind of a square tube. You need to turn the gas knob on the furnace to Pilot, push/hold it down and push the ignitor button repeatedly until it lights. Personally, I feel the heat exchanger to see if it warms up to know if it lights. When it's lit, hold the gas button down for about 30 seconds. The let go of it and turn it to Run (or something like that). Check the furnace's exhaust to see that it's blowing nice hot air to confirm that it's lit. Set your thermostat to a comfortable temp.
I purge my gas lines before each outing by lighting the stove - the farthest point from the propane tank. When it lights, I know the lines are pretty well filled. I'll turn it off, then proceed to work back towards the propane tank - lighting the furnace and then the water heater. The furnace is easy to light this way.
Dale (and Shelley)
TT: 1988 Sunline T-1350
TV: 2003 GMC Yukon SLT 5.3L