Gas Fireplace Pilot Won't Light
I also believe you don't have an electronic spark ignition and a pilot.  Although I don't have a thermostat, I do have a light switch which will turn on my logs burner.  I suspect your thermostat turns on your burner.  Suspect that your gas valve does have a pilot and therefore, a push-and-hold requirement to light the pilot because there is a safety thermocouple that must get heated up or the gas stops flowing to prevent an explosion/fire hazard.  You may have missed a shut-off valve, so look for that. Otherwise, find the push-and-hold piece of the burner and turn it to the pilot position while pushing it in and light the pilot and hold the button long enough that the flame doesn't go out when you release which means the thermocouple heated up enough to allow gas to flow.  Then your thermostat should work the logs/burner.  Since you have the added complexity of a thermostat, you need to be sure the thermostat is getting power to operate.  Usually, there is going to be a transformer that supplies power to the thermostat.