Many older, gas powered appliances use a pilot light for ignition. A pilot light is constantly burning, being fed a small amount of gas. There are many reasons why this isn’t commonly used in modern appliances, since it has many shortcomings. Keeping the pilot light burning doesn’t use a lot of gas, but since it is constantly on, this means that it adds up over time.
You also run the risk of the light going out, leading to a major risk to your health since the gas being fed to the flame could just seep out into the air you breathe. Appliances using a pilot light should be equipped with a sensor that turns off the gas when the pilot light goes out, but those could fail as well. However, on some very old appliances, they might not even exist.
Whenever you notice that your pilot light is out, you should be very careful when you reignite it. You should first vent out the room where the appliance is located. If there is a large amount of gas collected, you should be able to notice the smell of rotten eggs. This is due to an added gas designed to make it easier to identify a gas leak.