There are a number of minor things to check. First, it's a good idea on any twenty year old furnace to have an expert check it to make sure all of the chimney connections are good, that the firebox is air tight, and that it's not going to leak carbon monoxide in and kill you while you sleep. Older furnaces have pilot lights. Newer furnaces have electronic ignitions. An '85 could have either. You'll just have to look at your unit. If you know the make and model #, you might be able to find an owner's manual or installation manual on the web from the manufacturer's website.
That said, first it takes a considerable amount of time for propane to displace the air and work it's way through the small propane lines to your burner. Patience is a virtue in this case.
Secondly, almost all propane appliances will have a shut-off in the line, usually within 18" or so of the pilot light. Make sure that your gas shut off valve is on. Then, patience is a virtue...
Many folks turn their gas stove on and get the burners lit as the first thing they do after turning on the gas. That gets a significant amount of propane moving down the lines more quickly. Then light each appliance next in order of their appearance down the propane lines. last... patience is a virtue!
Critters (spiders) also seem to have a penchant for propane burners. I've cleaned three spider webs out of water heater burners this year. I've seen one burner tube blocked to the point that propane wasn't getting through it at all! It's entirely possible that you may have a burner blocked by a critter web. A disassembly of the burner and some well applied compressed air will usually take care of that problem.
If you've been patient, and you can smell propane from the furnace, and the burner tube is clean and the ignitor is working, but it still doesn't want to light, then it's time to get professional help.