Doesn't start. Check whether thermostat is set below room temperature. Is fuel tank empty? Check for blown fuse. Press reset button on control box (burners may start but shut off in a few seconds). Call a serviceman.
Operates, but house doesn't get warm. Open fire door. If flame seems small, call a serviceman.
Smells of oil. Call a serviceman.
Note. Don't take chances. At first suspicion of trouble, tell the serviceman to come on the double.