Did you first check your dual breaker in your home breaker box to make sure one is not tripped? I've seen that happen a lot on my service calls, if one is tripped and one is not, it will run but never heat.
If your dual breaker is not tripped, then pull your dryer out from the wall, then unplug it, then check your terminal block where your power cord connects to.
I see that happen a lot too, look here:
(click to enlarge)
When you click the links to the terminal block and terminal kit you will see HOW TO videos.
If you see no broken wires at the terminal block, then The first thing I always do is use my multimeter to do a volt test at the dryer terminal block, where the power cord connects to it.
First make sure your getting 230-240 volts at the terminal block in the back of your dryer. The outer wires are hot, middle wire is neutral. So put your volt meter probes on each of the two outer wires at the terminal block and see what your meter reads, you should get 230-240 volts between the two outer wires on the terminal block.
Ok, what causes the thermal cut-off to blow is you have a vent restriction either in your vent exhaust hose in the back of your dryer or outside where the vent duct exits the hot dryer air outside. Pull your dryer out from the wall, then check that vent exhaust hose for lint clogs, and go outside your house and do the same where it vents outside.