If you don't have a C wire (which usually is black but may not be, this is why you need to always carefully examine the OLD thermostat to see how it was wired) then this thermostat is NOT going to work. If the old thermostat DID work, then I suspect you don't have a compatible thermostat for your furnace.

Nothing will work with a standard low voltage thermostat without a C. All the other wires are referenced to that.

What kind of furnace is this?

You might do better over in the heating forum.

Last year I replaced and rewired my thermostat. I needed the "C" wire to provide constant power to the new thermostat so I wouldn't have to worry about running down the backup battery. So I needed to run a new cable with three wires to replace the old one with two wires. I suspect that your now WiFi thermostat requires constant power.

So yes, you should be able to run a new cable with an additional wire to your furnace. BUT my ancient (c.1920?) control relay did not have a "C" terminal to connect to. So I ended up replacing it with a new Honeywell one for fifty bucks. So I would check to make sure that your control relay has a "C" terminal to connect to!

Thank-you for the replies. I bought 18/2 thermostat wire from Lowes. Twrnty dollars for fifty feet. I only used the black white and ran it from my furnace to the thermostat. It works beautifully! Both AC and furnace operate exactly how they should. The hacks that were recommended may have actually worked? When I tried them I didn't remember to put the cover on the furnace back in place to engage power. Always doing things the hard way :-) I did learn some new things and definitely had fun doing it! Great forum! Cheers...