Replacing a furnace thermostat requires a basic understanding of HVAC technology. The most common kinds of furnaces are gas or electric. To see what kind of thermostat you need, remove your current thermostat from the wall but do not disconnect anything. Count the number of wires you have and make note of their colors. That will tell you what kind of replacement thermostat you need to buy. Before you begin installing your new thermostat, turn off the power to your furnace and set the fan to "On". You should have a detailed set of directions with your new thermostat that will walk you through the process. If you do not feel confident in installing your new thermostat, then call a professional contractor.