The coolness of the thermocouple thing is that if the pilot light goes out, there's no power to open the gas valve to the burner, so gas only flows from the burner when the pilot light is on. This is how pilot lights work on water heaters, too.

DO NOT try to measure resistance of a millivolt system. I say that because I still think I blew a valve once by attaching an ohmmeter to it. I never bothered to look up whether that's a possibility, so I just don't do it.

David, you should know you never need to tell me to jump in if the terminology is squirrely....