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Did you replace it with the same make and model? I hope you kept the old one as the problem may have been very minor and easily repaired. What is the make and style of your thermostat? Analog or digital? When you turn it on and ask for heat, does the motor come on or nothing happens? Please explain in detail so I know how to direct you here. All follow ups are included in our fee. I will also make a phone chat option available for you if you feed that would be faster and more helpful.
Try reversing the leads at the thermostat...............some won't work if reversed and so this.
What happened to the old furnace?
Were the leads you reversed from the furnace? You won't want to reverse the power lead and the negative feed. What is the make of the new themostat?
See the attached link and tell me if this is the wiring for yours and how you hooked it up. https://www.bing.com/images/search?q=honeywell+rth2300+wiring+diagram&id=6B32A2D7D78E09399FDE38DBBCF52D431D82DCE0&FORM=IQFRBA
And are these the instructions you used? https://customer.honeywell.com/resources/techlit/TechLitDocuments/69-0000s/69-2605EF.pdf
See this photo here........and tell me if this is how you hooked it up. http://cdn.forestriverforums.com/forums/attachment.php?attachmentid=11672&stc=1&thumb=1&d=1395785831
Forget that last photo...........wrong thermostat!
Try this one..........http://www.modmyrv.com/wp-content/gallery/mod-100-image-gallery/digital-thermostat-hunter-wiring-diagram-1.jpg
What was the make of the thermostat you removed with the old furnace? If it was an RV Products (Coleman) thermostat, what was the part number off it? You can see it on the back or when you remove the cover. That would help here.