The 8 gauge thermocouples that most companies use now are usually covered by several ceramic collars which keeps the wires from touching each other and the bricks. The tip of the thermocouple, the important part, is exposed. The end of the thermocouple goes into a ceramic block where you can adjust how far into the kiln it goes. 1.5-2 inches is fine.
If you want your thermocouple to last as long as possible, get a ceramic protection tube. The tube will protrude into the kiln just a couple of inches, and thermocouple is pushed in so it touches the end of the tube. About half of the thermos I replace are due to being worn out, but half are due to getting bent and broken by kiln shelves banging into them. The protection tube will prevent breakage as well as keep ti from wearing out as quickly. The tube does insulate the thermo slightly, so you may have to adjust the calibration on the controller by 10 degrees or so.
Kiln Repair Tech
L&L Kilns Distributor
Owner, Neil Estrick Gallery, LLC