Extinguish the pilot light flame by unscrewing the small hatch where the pilot light is housed. Turn off the propane and then close the valve. Use an adjustable wrench to remove the propane tank's hose.
Drain the water from the tank by opening the outside tank valves. You should drain your tank every year before the first hard freeze of the winter. Turn off the RV circuit breakers. Then locate the thermocouple, which is the small coil that heats the water. Loosen the thermocouple attachments by turning your ratchet counterclockwise.
Use a socket and ratchet to loosen the housing. Remove it from the inside of the tank and replace it with a new one. Once again, use a socket and ratchet, but this time screw the new thermocouple in clockwise, rather than counterclockwise.
Turn on the circuit for the water heater and fill the tank with water. Attach the hose back onto the propane tank. Turn on the tank valve. Then close and screw the closure back in to place.
Open up the housing gate to light the pilot. Turn on the pilot valve. Use a match or hand lighter to light the flame. After you finish, you should see a blue flame in the pilot tube.
If the hot water tank still does not work, you may have to buy a replacement tank.