If your '95 is like our '08 was you probably have a gas-only water heater. Open the panel on the outside of the heater and there should be lighting instructions inside - just about every gas appliance has the instructions mounted on it. Pretty sure this is by code. Ours was similar to most other pilot light gas appliances.
Do make sure that the tank is full of water before starting. Look for the many threads here on bypassing your heater for winter and make sure all 3 valves are in the correct position for tank operation. Many a person has burned theirs out by firing it up while still bypassed and with no water inside.
And yes, if the heater has been sitting for a while unused, check that your relief valve is not seized. There is a pull tab lever on it, with the tank full and under pressure some water should spurt out when it is lifted (stand off to the side). Do this with the tank COLD so you don't get burnt by hot water.
2011 Jayco X19H (purchased 2015)
2008 Jayco 1007 PUP (purchased new, traded for the X19)
2018 Nissan Titan Midnight Ed.