Thermocouples are best used for measuring temperatures that can go above 100°C. This is a bare wires stainless-steel tip probe which can measure air or surface temperatures. Most inexpensive thermocouples have a vinyl covering which can melt at around 200°C, this one uses a fiberglass braid so it can be used in high temperature measurements such as heaters and ovens. There's a small piece of heat shrink on the connector ends of the wire to keep the fiberglass from fraying, and a 2 cm long stainless steel probe on the opposite end. The thermocouple tip is electrically connected to the steel probe so it's not good for measuring conductive things that may end up with an electric charge.
We have a handy tutorial which covers thermocouple use including an Arduino library and example code! Also make sure to check the guide for the thermocouple amplifier you choose.