This video is for a low voltage thermostat only. Not for if you have electric heat.
Make sure before you remove the old thermostat you turn the power off to you heater. Although this is low voltage it simply means 24 volt AC. You won’t get a shocking shock but if you cross the wrong wires for half a second you could do some damage.
You may also like to check out how to replace an old thermostat with a Wi-fi one. Either way, this page shows more on the wiring detail.