To check a thermal fuse you will need a multi-meter to check for resistance. The greek letter Omega (Looks like a horseshoe with the open part facing down) is the symbol that denotes measurements in Ohms. Turn the multi-meter dial to read in this section. I usually set mine to about 2000 Ohms. At rest, without the probes touching each other, you should see the display, or the needle at 1 (One). So a good component like a fuse will show a reading of close to 0 (Zero) Ohms. While a burnt, or bad, fuse would not move away from the at rest reading of 1 (One).