DIAGNOSIS This is almost always a 'flame out' caused by poor airflow in the firepot, which snuffs the initial fire. The most common culprit is an ash-clogged firepot or a dirty burn grate.
FIX 1) Let the grill cool completely. 2) Vacuum out ALL ash from the firepot and the bottom of the grill. Don't just skim the top—get in the pot and scrape. 3) Remove the burn grate (the little perforated piece inside the firepot) and clean any ash packed underneath it. 4) Before your next cook, always do the proper startup: set to SMOKE, leave the lid open until you see steady smoke and hear the fan running consistently (about 4-5 minutes), then set to your desired temp and close the lid.
IF THAT DIDN'T WORK If it still flames out, your problem might be poor-quality or damp pellets. They can crumble into 'sawdust' in the auger, which doesn't burn well. Empty the hopper, vacuum out any fine dust from the auger tube area, and refill with fresh, dry, high-quality hardwood pellets.
HEADS UP Never just turn the grill to a high temp and close the lid right away. The 'Smoke' startup is non-negotiable for establishing a solid fire. Skipping it is the number one reason for mid-cook shutdowns.