Its probably either the gas valve or more likely the thermocouple, which is easier to change than the valve and much cheaper.the thermocouple is the thing the pilot flame hits when lit. It is a safety device that shuts the gas valve off if the pilot goes out so when your water gets cool enough the gas valve won't just open and fill your house with gas.follow the line of the thermocouple to the bottom of the gas valve, it has a small wrench size sleeve you unscrew and remove. It is a self contained unit that just senses heat so when you remove it there is no fear of gas leaving the valve, this is a very safe repair. They come in different lengths, usually 12 or 16 inches, measure it and go to the local hardware store , get a new one and replace it.its easier to place the head into the bracket first and then bend ti as needed. Just for safety's sake you should turn your gas valve to the off position. 95% of the time that will fix it. Make sure you don't see water on the base of the heater that could be dripping down the side and hitting the pilot.
