You can try and reset the mix doors .. what wes was talking about
:
With the key in the on position (not running). Hold the auto and off buttons on the climate control for 5+ seconds.
There should be slight mechanical sound of the doors going back to their original location. Another posibillity is that one of the doors isnt working, or your heater core is blocked (as wes said), and possibly the heater valve. Usually the broken ones leak but Im sure they can stop working as well. It can be any number of these issues that will not allow heat.
Heater control valve information:
http://www.cadillacforums.com/forums...19&postcount=3 (heater control valve) http://www.cadillacforums.com/forums...20&postcount=5 (heater control valve)