I would first make sure the load is properly connected, and if it is an element, put in in a position where it will not burn up (liquid in its pot). Then check the input voltage to the SSR. If it is below the SSR's trigger voltage (~3V) and the SSR is on, it's had failed. Sometimes these fail and put out only partial power to the load, so do not take any chances and replace it if it is not behaving properly.
-BD