That's a really broad question, and there are a lot of things that could be at fault. Do you have a manual? There may be a troubleshooting tree in it that might get you started in the right direction.
If so, there is a troubleshooting tree starting on p. 35, just make sure you're looking at the appropriate pages for your heater type. Basically, you're isolating the bad connection in the circuit so you can replace the faulty switch/limiter/etc.
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