Release top hose, smaller coolant hose in the middle of the tank, unplug the sensor at the bottom, release the clip at the bottom. Once all has been disconnected, you can either pry it up using a pry bar or hit it upwards from underneath using a long extension.
They are very tight, the sensor and bottom clip is to be transferred to the new one, if your car is auto, i suggest buying a "automatic trans thermostat" which sits in the radiator bottom outlet and falls apart when removing tank. Lube all orings and you should be fine. Tip: attach the tank and all hoses with the clip engaged and shows proper engagement when the "click" is heard.