When your HVAC takes an unexpected break, it is going to be a problem. Then you ask yourself, how did this happen? Review your HVAC maintenance history or the lack of it. Have you been religious in changing the dirty air filters? Commonly, it has something to do with its pilot or ignition. Otherwise, it could be the thermostat. If it has been serving you for a long time, then probably, it is a matter of mechanical wear and tears. Have you heard unusual furnace noises lately? That must be it. Have you smelled any burnt plastic? It could also be its fuses, tripped breakers, or a dirty condenser or evaporator coils. If you have any of these, better call a repair serviceman near you.