Probably th ethermocouple. You need to get the exact model of the oven to be sure you are getting the right bit. If you are not 110% confident you know what you are doing, get a Gas Safe certified engineer to fit.
Here's a typical thermocouple: http://www.4belling.co.uk/cooker-oven/country-chef-100g/thermocouple/product.pl?pid=949611&path=600217&model_ref=3533267
X, May 2015