some steam is good and other steam is bad, if your vehicle was running hot and coolant was sprayed all over the engine compartment you can wipe or wait until the engine warms up and it will disapate.When you change a thermostate you will replace the loss fluid either in the overflow bottle or radiator. Now being that you also replaced the radiator yes bleeding/ lettting the air out of the system is recommended. Steam that is continuing to show up in the engine area may be signs of another problem. How long was the car running hot?, why the new radiator, and thermostate? Some vehicles have a thermostate bleeder valve too. Bleeding the system after a cooling system part replacement is always recommended, good job , are you a do it yourselfer????