When you put the phone near your cheek, the proximity sensor senses your cheek and turns the screen off - to prevent "cheek dialing". It should come back when you remove the phone from your face.
and if you have a screen protector on the phone that does not have a cutout for that sensor or if the screen protector does have the cutuout but is not lined up properly, the screen will go off even when your phone is NOT near your face.