Thanks for giving me the opportunity to help! It sounds like you have a defective thermostat, but before you replace it, try this:
take the batteries out (if the unit has batteries) of the thermostat and turn the power to the furnace off for 30 minutes. Now replace batteries with fresh alkaline batteries and turn furnace power back on. Try again. Make sure batteries are in correctly and that thermostat front is firmly seated on the back section.If this does not correct the problem, I recommend replacement of the thermostat.