I stripped the thermocouple adapter on the gas valve on my hot water heater so I cannot connect the thermocouple.
Safest and easiest repair is to purchase a replacement at the hardware store. It isn't worth trying to repair a part that primarily functions as a safety device.   You may need to replace the valve if your existing thermocouple isn't removable or if the warranty is expired, bite the bullet and replace with a new unit.