my first pass would be to check the glow plug relay, it looks like a Ford starter solenoid and on my 97 it's located directly on top of the engine next to the filter bowl. Make sure it has voltage at both large terminals when the key is in the on position. When you key the ignition, the relay should stay on for approximately 2 minutes. This is a very easy replacement.

If this isn't the problem, the glow plugs should be checked.