Check the wall socket where the heating blanket is plugged in. Make sure the blanket is plugged in fully. If the wall socket is attached to a wall switch or light dimmer, check that the switch is in the "On" position and the dimmer switch is turned up all the way. If it's still not working, plug the blanket into a different outlet to make sure it's not the outlet itself causing the problem.
Turn the blanket around to find the plug and cord off the blanket heating coils. Push the plug and coil together to make sure the connection is solid.
Pick up the heat control dial and make sure it's turned to the "On" position and that your setting is at the desired rate of heat.