First, check the battery. Use a battery checker to test if the batter is still good. If you do not have a battery checker you can try inserting a new battery into the device, or if the other device is working the battery can be taken out of that device and inserted into the device that is not working. Make sure that the battery is seated properly and that the battery door is fully closed and that if your device has a on/off switch, that it is turned on, or if your device has a volume wheel, that the volume is turned up.
Second, check for blockages or debris on or in the device. Depending on the style of hearing aid you use this could mean changing the wax guard, cleaning the earmold, and/or cleaning the tubing. Also, brush any debri from the microphone covers.
Finally, leave the device in a drying container overnight. Moisture is a common cause of hearing aid problems. If none of these tips work, contact your hearing care professional.