You will have 2 gaskets. The one for the housing itself that looks like this:
And the one for the thermostat itself, looks like this:
*note* Not sure if those are the actual parts, but rather references for understanding.
If there is no rubber ring gasket, like the second one, coolant will flow around the thermostat.
I am having trouble remembering if I even bothered with a paper gasket on mine. . .