Hello: That blue light is the pilot. It should burn steadily. There’s info in “Tanklets” to help with pilots, but the thermocouple should be getting hit by the flame and be hot, (dull red). If it is heating up like that, than checking where the thermocouple screws in is the first thing to check. Then see if the FVIR system has kicked in. Next is to replace the thermocouple and see if that does it. After that, it’s checking with the maker to see if there has been a problem with the gas control.
More info about the heater would help too. 😉
ps. Getting someone who’s familiar with gas controls would help with identifying any other problems.