Thermocouple? Flame sensor? These parts sound very technical but are really nothing to be feared.
A thermocouple is used in an older standing pilot furnace and a flame sensor is used in an electronic ignition furnace. Both are fairly easily replaced and just may be the thing stopping your gas furnace ignition from operating properly.
When the gas burner in your furnace does not turn on or your pilot light in an older furnace is out, you may find that the problem lies in a little device that controls the gas valve. In an older standing pilot furnace the device is called a thermocouple. In newer electronic furnaces it is called a flame sensor. However they both perform the same basic function, and that is to control gas flow.
In the tutorial Replacing a Furnace Thermocouple or Electronic Flame Sensor I describe how to easily replace a furnace thermocouple in an older style standing pilot furnace or an electronic flame sensor in a newer style electronic ignition furnace.
Of course determining if the thermocouple or flame sensor is your problem is something you need to do. I outline how to troubleshoot a standard furnace in Troubleshooting a Gas Furnace and how to troubleshoot an electronic furnace in Troubleshooting an Electronic Furnace.