Gas ovens have a pilot ignition system. This means that gas ovens have a small flame called a pilot that stays lit all of the time. The pilot expands when the thermostat is turned higher and heats the thermocouple bulb (which is part of the oven safety valve). The thermostat then waits until it senses the appropriate amount of heat before allowing gas to flow to the oven burner and be ignited by the pilot flame. The pilot can be in several different places depending on the oven, so it is best to check the owner's manual if the pilot light cannot be found just by looking.
Check to see if the pilot is lit by looking inside the oven. The pilot is a small flame that remains lit even when the oven is off.
If the pilot is not lit, it will need to be relit in order for the oven to work. Clean the area to remove any build-up that can be preventing the pilot from staying lit and relight the pilot according to the directions in the owner's manual (there are different ways of doing this for different ovens).
If the pilot is lit but the oven is still not working, turn the thermostat on and observe the pilot. If the flame does not get bigger within 1 or 1 1/2 minutes, the problem may be the thermostat, which will require the help of a professional to fix.
If the flame does get bigger but the oven is still not working, the problem may be either the thermostat, safety valve or the sensor bulb may be defective or dirty. Turn the oven off and clean the sensor bulb before trying to start the oven again. If the oven still does not work, a professional may be needed to repair the thermostat, safety valve or the sensor bulb.
Be sure to wait until the oven cools before handling anything in order to prevent burns.