If things are working correctly you are in no danger except getting cold. The pilot light being off will prevent the gas from flowing, preventing any from escaping. IF things are operating correctly.
CO (Carbon Monoxide) isn't the problem; gas being released into the air is and YOU are the detector. If you smell gas, get out immediately. Don't phone the gas company, don't turn the light on to see better, get out.
I would either light the pilot or turn the gas off. It can't hurt and could save your life.
Not meaning to be rude, but you desperately need to learn how to turn that off. It is imperative that you know where and how to turn off ALL the things coming into your home, from gas to electric to water to anything else.
I've got it easy; throw the main breaker and the house dies. Nothing left - no water, no power, no gas, nothing.
Others, though, have more to do. Break a water line in the wall somewhere and you will certainly wish you could have shut off the water before the entire house flooded. Or when sparks begin flying but the breaker doesn't trip.
So yeah, please do ask your bf. It can pay enormous dividends one day.