I just got a new thermostat. I took off the old one. It has only 2 wires coming out. Only 3 on the furnace itself. I’m familiar with putting in new thermostats, just never seen this set up before. There is no air conditioning to be concerned with.
only 2 wires makes it incompatible, you need at least 3. You can post pix of your wiring at both tstat & furnace, but it sounds like your only option would be to install a external 24v power supply like the one below. If you search the forums there are several threads where others have done this.