Your water heater’s Thermocouple is used as a safety device to shut off your gas flow if your pilot light is not working.
The Thermocouple looks like a probe and because of its design there are no repairable parts.
When the end of the thermocouple is heated to a certain temperature the metal switch inside will allow voltage to flow back to your gas valve. If no heat is present then it will restrict electricity from reaching the gas valve and shut down gas supply to your heater.
If the device is installed correctly and has good connections then it should either work or not work.