It should be obvious that the reason there is a
thermostat in your car is to regulate the
temperature of the
block and the
head. When your car is completely
cold, having sat overnight and cooled down, the
coolant temperature will be the same as the
ambient environment. It is good for your engine to operate at normal temperature, and so when you
crank your car its best to get the engine to operating temperature as soon as possible. The thermostat therefore remains
closed until the coolant circulating through the engine has reached nominal temperature before it opens, allowing the hot coolant to begin
circulating through the
radiator.
It should be obvious from these points that if the thermostat was to fail, i.e. become jammed, the engine would almost instantly overheat because coolant can't get past the thermostat into the radiator. The thermostat is a good thing to replace (usually they are $5 at autozone or the like) if your car is overheating badly for no good reason. Better a $6 fix than a warped head or blown head gasket.