One of the most common fireplace questions is about the pilot light. Gas appliances need pilot lights to operate correctly. The pilot tube supplies a small amount of gas to the pilot orifice, creating a small flame to heat the tip of the thermocouple. If the orifice is clogged, the flame can't burn and the thermocouple can't send a message to the gas supply valve. If no message is received by the gas supply valve, the gas supply valve shuts off the gas supply to your fireplace. Cleaning your gas pilot tube is the answer. All you need is canned air and our reference sheet.
If you are unable to clear out any debris or cleaning isn't the answer, you may need a new thermocouple. Doityourself.com has a step-by-step guide to replacing your fireplace thermocouple.