In the case of a thermal receipt printer that will not print, the first step in troubleshooting should be to ensure that the thermal head is heating up. Thermal printers operate by applying heat to a special thermally sensitive paper, creating marks on the paper to form text and images. If the thermal head is not heating up, it cannot create these marks, leading to no print output. Verifying that the thermal head is operational can help isolate the issue, whether it's a hardware malfunction of the thermal head itself or another problem in the printer.