You’ll also probably have to press the reset button on your furnace if it tried and failed to light due to lack of fuel. After more than a couple attempts, it’ll lock out, and you’ll have to hunt around online on how to unlock it. (In my experience, it’s usually holding the reset button for 30 seconds. Please do not do this if your furnace is getting fuel but failing to light, you’re risking an explosion, which even if minor could do something like crack a heat exchanger and leaking CO into your home.)

My strategy is this: get a container to catch the oil and put it under the bleed valve. Open the bleed valve— it’s probably a little nut you’ll have to wrench. Reset/turn on the furnace. Let it run for 10 or 15 seconds with one hand on the power switch. Just before it does the safety shut-off, turn it off. You can usually tell from the timing of the relay clicks when the furnace stops trying to light, and is just blowing through air to purge any unburnt fuel and alleviate any explosion risk. Turn the power back on. Repeat until the fuel comes out with no sputtering/bubbles. Turn off the furnace, close the bleed valve, and turn it on. It should light at this point. If something else has gone wrong, you should have a pro look at it. Finally, you can pour the oil from your catch container into the tank outside.