Trace along the mains wiring until you find a device connected in series (often a small cylinder) that measures open circuit with a multimeter.
Replace it with a device of similar temperature, current, and voltage ratings.
If all else fails, show us a photo.
The thermal fuse is typically located close to (and in thermal contact with) whatever gets hot -- it may even be internal to a motor, transformer, etc. If so, it will be a lot harder to replace.