Pilot is lit. How do you turn the heater on? Is it the thermostat control under the table? We just bought used...no manual.
I could be wrong, but the furnace shouldn't run on a pilot light. The water heater and the fridge will, but not the furnace. The furnace should turn on when you turn on the thermostat.
2009 will not have pilot lit furnace. It will be electronic! You will have lit the water heater and I hope you have filled it with water correctly as it may be permanently damaged if you have not. The furnace will run when you have power to the trailer and if not shore power, then a good charged battery. The thermostat only needs to be move to the hotter position to get the furnace to automatically start. However if it is an Atwood furnace and thermostat, it may have a very small switch (Either on the top or bottom) of the thermostat, which can take a lot of force to switch on. The portal is full of this similar type of problems. So search will also give you more information. I suggest you also find out what make and model of Furnace you have, so that you can download the respective manual for that appliance. (Take the grill of the front, should give enough viewing space to read the info required) Manuals for campers and appliances are under the resources tab at the top.
Yes a 2009 will have a direct spark ignition for the furnace. As for the water heater, if that is what you lit, there will be thermal resets on the outside. They cut off the burner to prevent damage. You could have also lit the refrigerator pilot. Antipodes is right. You will have to have power either AC or DC. If you have a Suburban thermostat, move the temp lever to the right. If you have an Atwood thermostat, the switch to turn on the unit is typically under the bottom of the thermostat. Turn it on, then set the temp lever.