You can start by checking for power, checking that there is nothing burned (with the power turned off) and making sure the lamp is actually a good one. If its really old or if it was going on and off then it probably needs a new lamp. From experience the lamp or the igniter usually go bad. If its in a wet location then maybe the ballast got wet and fried itself. Also make sure all the wires are good and the socket is in good shape.