A water heater pilot orifice is located at the end of the pilot supply line. Gas orifices have a very tiny hole for the gas to pass through.
If your pilot light will not light at all the orifice may be clogged.
If your water heater pilot lights but goes out when the burner fires the orifice may be partially clogged.
If the pilot light goes out every few days the orifice may be partially clogged.
Remove the water heater burner. Go to water heater thermocouple and scroll down the page if you need help removing the burner.
Unscrew the pilot line from the pilot head.
The orifice is located at the end of the pilot supply line at the pilot head. (see pic.).
This is the water heater Pilot orifice up close. You can see how tiny the hole in the center of the orifice is.
Hold it up to a light and look through it. Tap it on something and/or blow through it if its clogged.
Blow through the pilot supply tube to be sure its not clogged. Reassemble the pilot tube and orifice. Don't forget to reinstall the orifice. Reinstall the burner assembly and try to light the pilot again.
If the orifice and supply tube were not clogged,and the pilot will not light at all, the water heater gas control valve may be at fault.