If the pilot light is on and no hot water, then the regulator is not turning the gas flow on. The commonest cause for this is a faulty thermocouple. This is a thin copper tube that's heated by the pilot light and relays a voltage to the regulator. This can be changed by a competent handyman in about 1/2 hour. The part you need is available in many Plumbing stores, best one is Honeywell Universal Thermocouple, costing $8-10. Installation is intricate and you need a good flashlight, very small wrenches and patience. The copper tube is delicate, be careful not to kink it.
is the lines on the thermal coupler and pilot light for a hot water heater supposed to get hot
Spillage
Have you turned the control from Pilot to On? Have you increased the temperature setting?
Yes
yes
Spillage , bad thermocouple
If the tub is not getting hot water the issue is probably with the hot water heater. The hot water heater may have tripped a breaker or the pilot light went out.
THERMOCOUPLE or defective gas valve
You light the pilot. if it will not stay lit,the thermocouple is bad.
The pilot is just 'the pilot'
Most pilot lights are not adjustable. If it's not working properly the usual solution is to change the thermocouple.
Spillage excessive condensate bad thermocouple draft