Take the bulb and swap it to the other side. See if it works there. If it does, it is likely a bad ballast. You can swap the good ballast over to the other side for testing as well.
Harness is highly recommended anyway but check things out like Webby said. Swap the bulb to the known working side. If it works there then it might be the ballast. Try swapping the ballasts if you can. If everything checks out working then you probably need a harness.