If the heater in your Grand Cherokee isn't working properly, several things could be the culprit. It usually isn't serious or tough to work out, but the heater core can be a chore.
If the heater core has gone out in your Grand Cherokee, the heater won't work. The heater core is a small radiator-type unit located way up under the dash area. The blower fan uses the heat created by this unit to blow hot air into the cab.
Because the heater works directly off the engine's hot coolant, if the system is low then no heat can be produced. If the blower fan turns on and you don't have any leaks under the dash of your Grand Cherokee, check the radiator's coolant level and top it off if it is low.
The blower fan is responsible for moving the heat from the heater core to the vents. If it is not working then your heater settings will not work. Check the fuse panel in the Grand Cherokee first, and if the fuse is OK then it may be the blower fan motor itself which has stopped working.