The splash in noise is very often air trapped in the hear core . Nothing to be too concerned about at this point but you will need to bleed the air out later . Here's the procedure for replacing the thermostat .
WARNING: Do not loosen the radiator draincock with the system hot and pressurized. Serious burns from the coolant can occur .Do not waste reusable coolant. If the solution is clean, drain the coolant into a clean container for reuse.If the thermostat is being replaced, be sure that the replacement is the specified thermostat for the vehicle model and engine type.Factory installed thermostat housings on 3.9L V-6 or 5.2/5.9L V-8 engines are installed on a gasket with an anti-stick coating. This will aid in gasket removal and cleanup.
CAUTION: A number or letter is stamped into the tongue of constant tension clamps. If replacement is necessary, use only an original equipment clamp with a matching number or letter.