Burp the radiator. You probably have air in it because of the thermostat replacement. Make sure the heater is on full blast and warm up your car with the radiator cap off. As it warms up, keep topping off the coolant until its at operating temperature. Then put the cap on. You should be good to go.

If you don't have the heat on and fill it this way, then you'll usually have a giant air bubble trapped in your heater core keeping it from circulating.