Likely the flame sensor. I have to clean mine a couple of times every season. I clean mine with some 320 grit emery paper.

Also, depending on your thermostat, if it has a battery or batteries inside and you can?t remember the last time you replaced them it might be worth putting new batteries in. I was having weird issues once and although everything looked okay on the display apparently the batteries were weak enough that the thermostat just couldn?t perform properly.