If your Oven Light Will Not turn On Check the FollowingLight Bulb
Check the bulb first. Replace with only a oven rated bulb.
Door Switch / Light Switch
Most ovens have a door switch wich operates the light, others have a manual separate light switch. You will need to access the switch and check it for continuity. It should have continuity when the door is opened and none when closed, if it differs replace the switch.
These do not usually need replacing unless the lens was not on correctly. First visually inspect the bulb socket looking for corrosion or any burning. If all else checks out replace the bulb socket assembly. To do this you will probally need to remove the back panel to access the bulb assembly. Remove mounting screws and wire connectors to replace.