That helps, thanks.
Ya, looks like a spark to light pilot, with a capillary style safety, meaning that thin tube that goes from the valve into the furnace, is filled with mercury/freon/whatever and when the pilot is lit by that orange wire (spark lead), it heats up the end of that tube, which is probably sitting in the pilot flame.
That causes a bellows on the other end (at the valve) to trip a switch that allows main burner to come on.
Not sure how far you want to go into this, but that tube (pilot safety) can sometimes get weak, or what's usually more common, is the pilot gets a bit dirty and won't always heat the cap tube hot enough.
Trick of the trade was to remove (furnace off) the pilot line from the valve and using a aspirator bulb, blowing though the pilot line, 9 out of ten times it would clean the pilot well enough to function again.
Compressed air will work, but it doesn't take much.
That gray box is your fan and limit control, chances are if you pull that white knob out, the blower will run continuously.
Looks like they're running the W on the thermostat to the Y on the furnace...haven't a clue why, sorry.
Y is usually used for A/C, wondering if they use it to energize a relay or something?
If your on Natural gas, can you see the pilot when it lights?
Is it blue or is there some yellow to it?
Orange is OK, just stuff in the air.
Propane may have a bit of yellow tipping on the pilot, but it shouldn't be very much, if it looks like a candle, its probably dirty.
PLEASE, if your not sure of what your doing, get a service tech out there, add all the numbo jumbo about me not taking any responsibility (wonderful world we live it...suing at the drop of a hat).
Do not change anything, and be careful, if in doubt, stop and either get back to us or call someone.
It doesn't sound serious, but I doubt it'll get better.
Al