Since you are not too familiar with gas appliances, I thought I would describe the metal centerpiece. You said that the pilot flame spreads around a metal centerpiece. That metal centerpiece is the thermocouple, a component that sometimes goes bad. It is a safety device that senses heat. If it does not sense heat, it will not let the furnace come on. Further, if it does not sense heat, it will shut off the pilot gas as well. Now when I said sometimes goes bad, I don't imply that the furnace will become unsafe. This is not true. Usually, when the thermalcouple goes bad, the pilot won't stay lit. So if this happens, you now know what component to replace.
If you are real unfamiliar with gas appliances, and your furnace is probably older if it uses a pilot light, it may be a good idea to pay a professional $50 to come out and inspect and clean the furnace. Watch what he does and ask questions. He should inspect the internals for cracks that could cause carbon-monoxide emissions to leak into the house.
The carbon-monoxide detectors are also becoming more popular that sence and warn when a problem exists. I need to get one myself one of these days...
None of this is ment to scare you, I just thought it as free advice.
If your pilot flame is too small, it would blow out on windy days. My old furnace had that problem. I would extinguish the pilot in the off-season summer months to save $10 of gas per month.