Heater quit working, where do I start?

Place your hand on the heater hoses and see if they feel warm or hot. They should also feel pressurized, same for radiator hoses. If not something is impeding coolant flow. The cooling system should bleed air on its own fairly well, you just have to keep checking and topping off coolant in the reserve bottle. The manual mentions this may take 3-4 warm up/cool down cycles. If you haven't done this then check the coolant reserve and make sure it is between the max/min marks. (Low coolant can keep a heater core from working.)