The pilot light went out on my gas hot water heater tank this morning. I turned the pilot light to the off position. My plumbing book says "If your pilot light will not stay lit, call the gas company to come look at it". I could try and relight it but the fact that it went out makes me a bit nervous. Could it be the pilot light itself need to be replaced?

I am sorry to come here for advice, I don't have any other alternatives.