After a (hopefully) long summer it can be very frustrating to find one or more of your radiators stubbornly refusing to warm up when the central heating is on. Most likely this problem is caused by the pin in your radiator valve being stuck in the closed position and therefore not letting any, or at most very little, hot water into the radiator.
To fix this is a very quick job and one that can be done with WD40 and a pair of pliers or, ideally, mole grips (locking pliers).
First you need to remove the Thermostatic Radiator Valve (TRV) control to reveal the offending pin underneath. Twist the screw top and then pull it off.
With the pin revealed you first need to check if there is any movement in it. Using a flat part of your pliers carefully give the pin a firm push, if it doesn't make a noticeable movement then it is indeed stuck. If this is the case then spray it with a little WD40, securely clamp the tip of the pin between your pliers and very gentle pull and push the pin up and down - make sure to move in a straight line as you don't want to bend it. After a few moments of this you should find the pin naturally moving between to set points, open and closed.
This pin is actually quiet long and it is difficult to pull it out - if you do accidentally pull it out there is a strong change you will spray yourself and your wall with water. If this happens then quickly, and as calmly as possible, push the pin back in the hole (using a pair of locked mole grips makes this much easier than using a pair of pliers, not that I am speaking from first hand experience of course!)
Replace the TRV control cap and set it to what ever you like - generally for downstairs rooms this is 4 and upstairs this is 2 or 3.
If this doesn't solve the problem then it would be worth bleeding the radiator and potentially getting a plumber in to take a look for you.