This forum would need more detail to be able to help. It's a question of where the problem lies -- in how the Nest is programmed, or how it's wired, or whether perhaps there's a defect in your Nest or your heating system.
How are you telling the Nest what temperature you want? Does the Nest's screen show that it understands what you want? Does the screen show that it's calling for heat at times when it should be? Is your heating system coming on when the Nest's screen shows that it's calling for heat? If you supply more information, somebody may be able to help.