Gas ovens, as finicky as they sometimes can be, still are preferred by serious cooks because they heat up quicker and provide better temperature control. Modern models usually have electric igniters that provide a spark to light the gas, so it's just a matter of turning the knob. Older models may have pilot lights, in which a small stream of gas keeps a little blue flame on all the time to light the burners when you open them. Still older ovens may not have pilot lights, or the pilot lights may no longer work, requiring manual lighting.
If your oven and stove don't have working pilot lights, you will have to light it by hand each time you use it. In that case, keep a charcoal lighter near the stove. To light the stove burners, first light the charcoal lighter and set the flame next to the holes in the side of the burner. Then turn on the gas at the knob to the burner. As soon as it lights, you can put out the lighter and adjust the flame with the knob.
To light an oven directly, with no pilot light, use the same principle as Step 1, holding the lighter next to the burner holes in the top of the oven box or in the grill under the main oven box, and then turn the knob to provide the gas. In some models there is a hole directly in the bottom of the oven floor to allow you to light the burner underneath.
If your oven has pilot lights that have gone out, try lighting the stove as outlined in Step 1. That will sometimes automatically light the pilots. Test it by turning off the flames after a moment and then turning the knobs to the "light'' setting and seeing if they light.
If you need to light or relight the pilots manually, start by locating the pilot assemblies. For most stoves, this will be under the top panel, between the burners. Raise the top panel by lifting from the front, at the seam just above the burner knobs. You may have to pull it forward first. It should come up like a trap door, exposing the burners underneath. In a four-burner configuration, there is usually a metal tube running from each front burner to each back burner, with a small space and hole in the middle of the tube. That's your pilot light. Light your lighter and move its flame to each of the holes until a small blue flame appears and stays. Replace the top panel of the stove before testing the burners by turning the knobs to "light'' and seeing if the flames now catch.
The oven pilot in most models is located under the oven box, above the grill drawer at the bottom of the unit. Open the drawer and remove the grates if necessary. Look toward the back and top of the box, and you should see a tube with a hole in it, similar to the configuration on the stove. Hold the lighter next to it to light it. A small blue flame should appear and stay on. Close the grill drawer and turn the oven on.
If your pilot lights go out frequently, you could have residue built up in the pilot hole. Try pushing a standard sewing needle into the hole to unblock it.
When lighting burners directly, always light your lighter first and hold it next to the burner before turning on the gas. This will prevent gas build-up that could be dangerous if ignited. If you have to make several attempts to get an oven lit, let it sit with the gas off for a minute between attempts to prevent gas build-up.