The simplest setup for a heating system is a thermostat that is wired with two wires. In order for a thermostat to only need two wires, the heating system can only heat the space. If any cooling or fan control is required, more wires are needed. A typical homeowner with moderate home improvement skills can wire a furnace thermostat with two wires.
Turn off power to the furnace by turning the switch on the side of the furnace to the "off" position.
Run your thermostat wire from your furnace to the location where your thermostat will hang. Drill a hole in the drywall, and use a fishtape to feed the wire from the furnace through the hole in the wall. The wire will run through a dedicated opening on the side of the furnace into the control panel. The opening should have a rubber sleeve to protect the wire from being cut.
Mount the thermostat wall plate to the wall. Use drywall anchors to fasten the plate.
Most two-wire thermostats wire have a red and white wire encased in a brown insulated coating. Strip the red and white wires back about 1/4 inch at both the thermostat and the furnace. Connect the white wire to the "W" terminal on the furnace and thermostat. Repeat this for the red wire, connecting it to the "R" terminal on both the furnace and thermostat.
Snap the thermostat to the wall plate. Turn the power back on to the furnace by flipping the switch on the side of the furnace to the "on" position.
Turn the thermostat to "heat" mode and program it to the desired setting. If the temperature in the room is colder than the setting, the furnace should cycle on and begin heating the space.