New Water Heater Won't Light

[Cobra21]

This should have been all so easy, but so far, not so much. I installed a new Suburban SW6P manual light hot water heater. I can't keep the pilot lit. When I let go of the pilot switch the flame goes out. I even tried a different thermo coupler. The 1 difference I see on this heater verses the one I took out is this one has 2 small white wires behind the control valve. I don't know what these do? Any help is appreciated!
Thank you, Brian

[Cobra21]

The answer is the gas valve is bad right out of the box. Will take it in for warranty work. They will not send the consumer a new valve, must go through a dealer.
Brian

[Cobra21]

Thank you for answering the white wire question. I will re-check and try again.
Thanks, Brian

[dougrainer]

The 2 wires are connected to a Thermal fuse. Basically a flash fire safety. Shuts off the gas valve if it trips. Will NOT cause Pilot light problems.
1. Thermocoupler bad you already replaced
2. Thermocoupler the 5/16 nut going in gas valve not tight or seated correctly----very common problem
3. Pilot flame not correct or not heating the tip of the Thermocoupler correctly to get the coupler to send the signal
4. bad Gas Valve