A thermocouple consist of two dissimilar metals that produce a current of electricity when heated. The thermocouple is an interchangeable part of many quality water heaters such as Bradford White, State, and AO Smith. However many other brands offered by box stores may have a specific thermocouple that is not available on short demand. The thermocouple is a built in safety device on a gas water heater that will shut off gas if the pilot goes out. This will keep your gas appliance from being a hazard to your family.
If your pilot light has gone out on your water heater and you cannot get it to light back up you may need to replace your thermocouple.
Most of the time a thermocouple is a universal part that can be purchased from the hardware store. When replacing the thermocouple you must turn the gas off before switching out the part.