Check to see if the thermostat display is blank. If so, see the section "The Display on My Thermostat is Blank".
Check the settings on your thermostat. If you want heating, make sure the temperature control selector is set below room temperature and the SYSTEM switch is on the HEAT or AUTO position. The FAN switch should be set to AUTO.
Check the air filter(s) for your air conditioner and replace if necessary.
Check the breakers for your air conditioning system. There will be one for the indoor air handler/furnace unit and another for the outdoor condensing unit. If one of them has tripped it can be reset by first moving it to the OFF position and then back to the ON position.
Homes with a gas furnace can check to see that the gas valve on the side of the furnace is turned to the "On" position. If the valve was off reset the breaker to the furnace by turning it off then back on again to reset any fault on the furnace. This will allow it to try and fire again if a demand for heating is present.