During the heating season, we recommend leaving the pilot on. Here in New England, temperatures drop below 50°F early in the fall and stay there until spring.
Gas fireplaces need a natural draft to light the burner: warm exhaust air travels up the flue while cooler outside air comes down into the firebox. A lit pilot keeps the flue warm, so the draft is ready when you want a fire.
If you'd rather keep the pilot off, that's fine. Just turn it on and wait about half an hour for the flue to warm up before turning on the burner.
In the summertime, we also recommend leaving the pilot on. Spiders are attracted to the smell of gas and like to nest in and around the pilot and gas line, which can keep the fireplace from lighting correctly in the fall.
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