The thermostat is located on the LH side of the engine, down the bottom in an aluminum housing that bolts to the engine block. Remove the lower hose to the radiator, and the other water pipes attached to the housing, and unbolt with a 12mm spanner. It is located down there to stop water circulating until the engine water heats up, and should reach normal operating temperature within 5kms of driving. If not replace it! Diesel engine need to reach operating temperature quickly, like all engines, to aid combustion, increase fuel economy, and reduce engine wear.
diverdave, August 2012