Thermocouple Op-Amp - Arduino
You have a 50:50 chance of having an op-amp with a negative Vos, so it might have to get fairly hot before you see a change, but a soldering iron is hotter than that. 

I suspect you may have connected the thermocouple backwards (red is typically minus in north America), in which case the op-amp would remain saturated at the lower rail.

To avoid the first problem, connect the minus side of the thermocouple to a voltage divider that gives you a couple of mV. Something like 10 ohms/20K to +5.