Many older gas-powered appliances have something called a pilot light. A pilot light consists of a small flame that is burning constantly for ignition. The gas pipe is releasing a small amount of gas to feed the flame and keep it burning.
This is a somewhat antiquated method for lighting gas appliances, and does lead to waste of natural gas since it keeps burning gas for no immediate purpose.
Since an extinguished pilot light will allow gas to leak and build up inside your home, appliances are equipped with sensors to detect if the flame goes out.
If it is an older appliance that might not have these sensors, caution should be exercised when attempting to light the pilot flame. Natural gas has a gas added to it that will make it smell like rotten eggs. If you suspect there might be a buildup of gas, do not attempt to light up the pilot flame. Gas explosions can cause serious injury or even death.