Welcome to JA!.
This is generally a thermocouple issue. Is it adjusted to it sticks One inch into the firepot? And Does it have the ceramic cover intact?
Also Can you see the control box?
Do you know the model of the stove? and age? There should be a green or red light on the box or inside the control box.
Or if its a newer model there may be a yellow flashing light if the thermocouple is broken.
It has just a red light next to reset button. We bought stove 3 years ago.
That is the call light saying that the stove is calling for heat.
If you look at your control box, it should be somewhat clear. When you plug in the stove you will see flashing purple light at first. Then as the stove starts you should get a green then red glow inside. If not the thermocouple is not adjusted properly into the firepot. If you have a flashing yellow light inside the box, then the thermocouple needs replaced.
If you do get a glowing red or green. then you don't have enough pellets in the pot to create a hot fire. But if you have done the reset right away then the fire should have been hot enough. My guess is the thermocouple is bad.
Remove the ceramic cover and make sure the end of the thermocouple isn't broken, and make sure the wire is extended all the way to the end of the cover.
Im sorry, I have a unexpected emergency and have to leave immediately. How do I continue this later?
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