Your pellet stove has a sophisticated digital control panel that can operate differently depending upon how you configure it. Look at your control panel on the upper right hand side. You have a switch there with three different settings: On/Off, High/Low, and Manual. We call that the MODE OF OPERATION switch. Make sure that the switch is in the Manual position unless you purchased and installed an optional thermostat. If that switch is not in the Manual position, do not change it while the pellet stove is running. First, shut the stove down completely, unplug it, and then change the position of the switch. Then, plug the stove back in.
The On/Off and High/Low positions on the control panel are only for use with an optional thermostat. If you have the pellet stove set to one of these positions and did not purchase and install a thermostat, the pellet stove will never get off of the #1 heat level because it is looking for direction from a thermostat.