Fuel issue

[Cycledude]

I believe your tractor has a intake air heater system Hopefully this will help
Key Switch:

A-Start Position - Turn the key to the start position to start the engine. Release the key after the engine has started and it will automatically return to the run position. The engine will continue to run.
B-Run Position - Turn the key to the run position and the engine oil pressure light and battery charging lights should illuminate. You will also hear a clicking noise when the engine fuel shut-off solenoid engages. With the key in the run position, push the key in to activate the intake air heater system.

 

[Cycledude]

A lot of diesel engines prefer some sort of assistance on the first start of the day, I own a Kubota lawn mower and a ford tractor that both will start without using glow plugs but they start much quicker with the glow plugs so I always use the glow plugs the first time I start them for the day.
But yes your situation does sound like there’s probably something wrong besides the pre heater not working.

 

[dodge man]

A fuse for a lift pump might keep it from starting. A diesel with good compression will start without glow plugs or a heater grid but they do help.

 

[Shawn T. W.]

There should also be a fuel "shut-off" solenoid for the fuel ... Diesels are unlike gasoline engines, as once started they keep running as long as there is a fuel supply, when you turn on the ignition it powers a solenoid that opens the fuel valve to allow fuel to flow, when you turn off the ignition, it shuts the fuel off ... Old, really old diesels didn't have this, but a manual cable that was pulled like an old choke cable, to open or shut off the fuel supply ...