Don’t use milk or cream labeled UHT (Ultra High Temp.) The temperatures used to pasteurize milk labeled UHT exceed the temperatures that keep specific enzymes in tact, and your yogurt won’t set.
Make sure your starter yogurt isn’t expired. Yogurt cultures can live a while (withing a week of making it is ideal) in your fridge, but not indefinitely. When in doubt, buy a fresh one. If you have one of the fancy yogurt starter packets, you can use these in the same way and at the same time during cooking, just sprinkle them into your cooled milk.
Should you want to make sweetened yogurt (or vanilla), you can add about 1/2 c. honey or maple syrup after it comes to 185 degrees. Just whisk it in before returning the lid. If you want vanilla yogurt, add a TBSP of vanilla extract with your sweetener. You can still keep a starter for next time, but you will have a sweetened starter, so you will have to sweeten any subsequent batches made from that starter.
Why 185 and 120? Bringing the milk to 185 degrees breaks down proteins to help the microorganisms digest them and reproduce. You add the milk at 120 so that the heat doesn’t kill any good bacteria.