Thermo mechanical fatigue is when something gets too hot and too cold over and over again, and it starts to crack or break.
Imagine you have a toy truck made of clay. You leave it in the sun and it gets really hot. Then you put it in the fridge and it gets really cold. Then you take it out of the fridge and leave it in the sun again. If you keep doing this over and over again, the clay will start to crack and break.
This is how thermo mechanical fatigue works. When something gets hot, it expands. When it gets cold, it contracts. If this happens too much, it can cause stress on the object and eventually lead to cracks or even pieces breaking off.
This is why it's important to be careful with things like car engines or airplane parts, because they get really hot and really cold a lot. They need to be designed and tested to make sure they can handle the stress of thermo mechanical fatigue.