Hi, thanks for using JustAnswer.com. Please remember, I do not get paid for my time and expertise until you accept. There is no pilot light, it uses an electric igniter. When you initially turn it on, do you hear a couple of fairly loud "clicks" or just the motor starting?
Number 7 in the picture below is the most likely to be open thermal fuse. Remove the back cover and test it for continuity. Let me know what you get. If you have no meter, you can tape the wires together and see if it heats then. Be sure to unplug the dryer before removing the rear cover!