A Thermo Coupling is a device that has two metals joined together that generate a low voltage when they are heated. In a gas water heater the Thermo Coupling is a critical safety device that detects a flame present at the pilot light of the burner and holds the gas valve open allowing the pilot light to stay lit and the burner of the gas water heater to operate.
The Thermo Coupling looks like a tube that is mounted directly in the flame of the pilot light causing it to heat up and generate a low voltage which is transmitted up to the gas valve of the water heater through what looks like a capillary tube that is bolted to the gas valve of the water heater.
The Thermo Coupling only generates a voltage when it is heated in the flame of the pilot light so when first lighting the pilot a button must be held down to bypass the part of the gas valve that is held open by the Thermo Coupling. Once the pilot flame is lit and the Thermo Coupling heats enough to start generating the voltage the button can be released and the pilot flame will then stay lit. If for any reason the pilot flame goes out the Thermo Coupling will rapidly cool and stop generating the required voltage so the gas valve will close shutting off the flow of gas to the burner and pilot preventing a dangerous buildup of gas that can cause an explosion.