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.
Adafruit has 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.