Where is the thermostat on a 1995 mercury mystic?
Should be in a removable housing at the engine end of the upper radiator hose
Since this happened right after changing the thermostat, the most likely cause is the common mistake of putting it in backwards. The spring-side has to face the engine because that is what makes the valve open. The thermostat never opening means the coolant never gets a chance to travel through the radiator where the heat is "removed". Don't feel bad, like I say it's pretty common, and I should know :)
Follow the upper radiator hose to the engine... you'll want to remove that metal plate that holds the ignition coil to gain access. I suggest replacing the bolts that hold the thermostat housing to the engine, they have broken on me when I replaced my therostat. Had to drill them out when I foolishly reused them.