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The gas cock turns the gas to the appliance off. This gas cock should be located out side the jacket of the appliance it is serving.
There are many different types of gas cocks, but most of them turn off with a 1/4 turn the gas cock in the image above is in the off position. parallel with the pipe is open across the pipe is off.

Ok lets get started If you are unsure if you have a thermocouple or other type of gas control you can send me a picture of the gas valve and lower front of your appliance and I can tell you what type of system it is. Send pictures to

For most thermocouple replacements You will need a 3/8" open end wrench and a 7/16" open end wrench. And for water heaters you will need a 3/4" open end wrench as well. Turn the power to the appliance off if applicable. from this point we will have to go to 1 specific boiler. The boiler I have chosen to use as the example for this is a Weil McLain cg series boiler. once again I need to mention that not all Weil McLain cg boilers have the same gas valves they are not all standing pilot and they are not all 24 volts If you are not sure send me the pictures. and I will help you. The following image is from the Weil McLain boiler.

Replace Thermocouple Step 4