Most gas fireplaces have a standing pilot light, which is a small flame that burns even when you aren't using the fireplace. This makes the fireplace easy to start when it's cold outside, but when it warms up, it's a good idea to shut off the pilot to conserve gas. If you do, you have to restart it at the beginning of the next cold season. The procedure isn't exactly the same for all models -- older ones don't have an electronic spark. Even if the procedure is slightly different, though, most of the steps are the same.
Remove the decorative cover of the fireplace to reveal the gas controls at the bottom of the unit, near the floor. You should see a gas shut-off valve. Turn the handle parallel to the direction of the gas pipes to turn on the gas. If you don't see the valve, it is probably behind the fireplace. Look for it there and turn it on.
Pull the fixed glass assembly off of the fireplace. This is an important safety precaution that prevents the buildup of gas should the pilot be hard to light.
Locate the gas control knob. Just above it, you should see a red or black push button, which means that the unit has a piezoelectric spark mechanism. Press the button once or twice to verify that there is a spark at the end of the pilot tube. If you don't see a button, you must light the flame manually.
Turn the gas control until the "Pilot" setting lines up with the hash mark on the outer rim of the control. Push the button in while you push the starter. If the pilot doesn't light, wait 10 seconds and push again. Continue doing this until the pilot starts.
Light the flame with a match or long-barreled lighter if there is no piezoelectric control. Hold the gas control button down while you hold the end of a lighted match or lighter at the end of the pilot tube. The pilot should start as soon as the flame is close enough.
Hold the pilot button down for about 20 seconds to give the thermocouple time to heat up, then release it. The pilot should stay lit. If it doesn't, relight it and hold in the button a little longer.
Turn the button to the "On" position, then replace the fixed glass assembly and the decorative cover.