Home Gas Heater just stopped blowing hot/warm air.

I just noticed last night that the heater in my home just stopped blowing hot air. It was working yesterday just fine.

Here are the steps I have taken:

I pulled the thermostat from the wall and verified the wiring. I turned the thermostat to cold air and then back to warm air. I checked the breaker box on the side of the house for tripped breakers. I shut the one to the unit off and then back on. Still no warm air. I would really like to fix this myself. Since I have a gas unit that's located on the roof, I would like to know if someone could give me a few pointers as to what I should not be looking for? Also the thermostat does click when I turn to heat and the vents all blow with the same pressure as before. The filters are new. Gas is definitely on as the hot water heater works just fine. Any help would be greatly appreciated.

 

In troubleshooting I looked at the back of the thermostat. Its got a switch that reads HG and HE. Its on HE. I know that's for electrical furnace so perhaps my heating is electrical and not gas. How do I determine for sure? Like I said its been working fine up until today with it on HE for the last few months.