Have you used it previously without problem or is the trailer new to you?
The oven pilot light in our 2005 Classic is a bit fiddly to light but it will light. We rarely use the oven.
I use a butane gas lighter to light the pilot. When the pilot first lights, you need to hold the gas knob pushed in for 30-60 sec. to let it heat the thermocouple - it should stay lit at that point when you release the knob, and the main burner should then light up.
If it won't stay on when you release the gas control knob, there is likely a problem with the thermocouple.
If it won't light at all even with the valve knob pushed in, then probably an issue with the gas line or control valve. (Assuming your other gas appliances are working as they should.)
Brian & Connie Mitchell
2005 Classic 30'
Hensley Arrow / Centramatics
2008 GMC Sierra SLT 2500HD,4x4,Crew Cab, Diesel, Leer cap.