Back again! I turned it clockwise using the pliers until I felt it move. However, I realised that it was turning far too many times and that the plastic shroud had lost its grip. I unscrewed that and removed it but now don't know which bit to turn still using pliers. It is not obvious which bit is meant to turn.
Now you've removed the plastic nob the top of the stem that the nob was fixed to should either be square or have two flats at the top of the stem. A small spanner would be best to turn the valve, although if the valve isn't to tight you will probably get away with using your pliers.
You need to secure the 'shroud' as you put it. It has become loose. Dont worry, it can be completely removed from the thermostatic valve body and no water can leak out. Underneath the shroud you will find a collar. The collar needs to be tightened so as to secure your shroud down onto the the valve body ( in an anti clockwise direction).
When you have done that .. your valve can be controlled by turning it clockwise to close it and anti clockwise to open it and increase the temperature.