Pilot buoyant on CH&A wont stay lit? We have a middle heat and nouns unit , the boiler part...

We have a middle heat and nouns unit , the boiler part is surrounded by the attic , the air condition part of a set is out back .
We've have a few windy days here and second night i notice the house wasnt getting warm.
This morning go up and see that the pilot is out , and thought it was because of the coil , so i lit it , go support down and turn up the thermostat .. nothing !
So hubby go up and relights it , and has me turn on the thermostat and he say as soon as i turn that on , the pilot light go back out .
Could this be the thermocoupler ? Thermostat ?
how frozen is that for a novice to replace ?
Help Dropped something down the sink?
Answers:    I would try replacing thermocoupler first. Take mind to how it is installed,remove,measure and replace next to same.
also sometimes they slip out of place,and are not surrounded by position to lite,but I don't think explicitly problem.
My Kenmore 790 oven truns sour after a...
It could be the thermocouple but you should clean the pilot assembly first. For more info including a troubleshooting guide, check out the furnace page at my source.