Gas Fireplace Pilot won’t stay lit
You'll have to hold the pilot button pushed in for some time, maybe as long as 20 seconds, so that the thermocouple will heat up and act to keep the pilot lit.
If the pilot still will not remain lit even after holding the button for a long time then the thermocouple probably has failed. Generally a thermocouple is a replaceable, semi-universal part. They can be found at big-box home centers, online, at plumbing supply stores, etc.