What do you do when Pilot light goes out after replacing thermacouple?

If the pilot light goes out after replacing the thermocouple, first, ensure that the thermocouple is properly installed and securely connected. Then, follow the manufacturer's instructions to relight the pilot light, making sure to turn off the gas supply for a few minutes before attempting to relight it. If the pilot light continues to go out, check for any gas supply issues, blockages, or ventilation problems, and consider consulting a professional for further assistance.