Not all new furnaces have electronic ignition, and the modules can be a bear

I still have a pilot light - in fact, it WAS electronic, and was back converted when the electronics failed

There is a thermocouple that sits in the pilot light - or in the starter flame of gas furnaces - These tend to fail every few years. Around here, you have 2 choices - hope the 24 hr home depot has one in stock, or do like I do - keep a spare on the wall in the boiler room - they cost less than $20, and it can be a big help to just have it.

I keep an assortment of valves, fittings, pipe, copper pipe, nipples, etc around. Dad was in the business, and 1)Taught me, and 2)Gave me enough stuff to fix most things (NO, I won't do a boiler replacement by myself). Now that Dad has passed on, I now have HIS collection of plumbing/HVAC supplies and duplicate tools to sell offf - aaarrrgggh