Just take it out and put the new one in along with a new gasket and some sealant. If you are standing with the hood up it'* towards the front right of the engine. Just follow the top hose from the radiator, you will know its the thermostat when you get to the end of the hose. The hardest part about replacing the thermostat for me was actually breaking the bolts loose. Be prepared for a struggle.
The graphic in the link above shows a gasket #4 label. My last 3 cars haven't had that gasket. The sealing is done by the robber gasket in the middle that surrounds the thermostate. It'* crushed bewteen the two parts when the two bolts are tightened and seals just fine with no sealer.
I asked for the gasket like #4 at parts stores and they didn't have one listed in their books. They could find one that would adapt from earlier 3800 models..., but there'* no gasket in between the housing and the intake base.
Glad that you caught that! The gasket (actually #3) did disappear with the later model engines, and everything seals just fine with the rubber one that goes around the thermostat. As I hate scraping off paper gaskets, I think that'* a good thing.