1) Go to the Preference tab and make sure "Show temperature window" is checked.
2) If it's checked remove the check and check it again, make sure the check is set.
If that doesn't work:
A) Exit TThrottle
B) Start Regedit (Search regedit)
C) Go here: HKEY_CURRENT_USER\Software\eFMer\TThrottle\floatingdlg
Or here HKEY_CURRENT_USER\Software\eFMer\TThrottle64 when you have a 64 bit system.
Remove the whole folder floatingdlg.
Start TThrottle again.