The gas valve for a fire pit functions the same way as one for a stove or hot water heater, and the operation of the pilot is similar. When the pilot won't light, you can often trace the problem to a lack of propane, either because the tank is empty or a valve is closed. If the pilot won't stay lit, the problem is usually related to the thermocouple, a heat-sensitive electrode that signals the gas valve to stay open when the pilot is on.
Fire Pit Pilot Won't Light
The first step in the troubleshooting procedure is to ensure that the propane tank is not empty. Open the valve on the propane tank all the way and make sure the tank has fuel -- picking up the tank and estimating its weight is often the best way to tell. If you aren't sure, fill the tank or exchange it for a full one.
If the gas valve has an electronic ignition, press the ignition button a few times -- with the gas valve off -- and verify that you see a spark. If the gas is open and you have a spark but the pilot won't light, the pilot tube may be blocked. Unscrew it from the gas valve with a wrench, and clear it with compressed air from an aerosol can.
If you don't see a spark from the ignition when attempting to light the pilot, release the gas valve immediately and wait five minutes before using another method -- such as a match -- to light it. Never depress the gas valve unless you're trying to light the pilot.
Propane Fire Pit Won't Stay Lit
The thermocouple is usually at fault when the pilot on a propane fire pit or outdoor fireplace won't stay lit -- provided you're not using the fire pit outdoors on a windy day. Once the pilot lights, you should keep depressing the gas valve for at least 10 seconds to give the thermocouple time to warm up. It may take longer on cold days, but if the pilot won't stay lit after you hold the valve in for a minute:
Tighten the connection between the propane fire pit thermocouple and the gas valve with a wrench; finger-tight is not tight enough. Move any small rocks in the pit away from the pilot tube and thermocouple. One of them may be blocking the thermocouple from the pilot. Adjust the position of the thermocouple valve relative to the pilot flame; it may be too far away. Check the pilot flame. If it's small and orange-colored, the pilot tube is probably obstructed. Clean the pilot tube with compressed air.
In most cases, following these procedures will solve your pilot problems, but if you persistently get no pilot flame -- or get a weak one -- the gas valve itself may be at fault. Replacing it is a job for a qualified service technician.