He couldn't think of anything

"pero no se le ocurrio ninguna idea" means "but any idea came to him/her mind". The translation can't be literal from english to spanish (or vice versa), because the expresion "ocurrir una idea" is plenty derived from a spanish general meaning, without a literal meaning (i mean it hasn't a literal meaning if you translate word by word), therefore, in this case, you jsut have to remember that "ocurrir una idea" (that expression's meaning) is "an idea which comes to the mind" in English.

thank you

I will try to make it more easier for you. Le = him/her. Se ocurrió = the idea. Another example for you. Se me ha ocurrido una idea. = Me = me. Se ha ocurrido = the idea.

is some as : not come nothing idea to his mind