A set of Torx sockets
Drain the coolant as per How to.....HERE
Remove engine cover.
Disconnect the wiring connector and small pipe attached to top the Thermostat housing.
To disconnect the pipe you'll need to squeeze the pipe clip together and pull it off the housing, then pull the rubber piping off.
Undo the two Torx bolts holding the thermostat housing onto the engine block.
That should leave you with the housing with the thermostat clipped in it.
To remove the old thermostat, push it down slightly and rotate it from its clips.
To fit the new one, make sure the pin is engaged into it's location at the bottom of the housing and push the spring down to get the two tabs under the clips on the housing.
To refit the housing, you need to remove the old rubber seal and make sure both seating faces are clean, dry and degreased.
Put a small bead of silicone around the housing.
It should look like this.
Fit the housing onto the block and tighten the two bolts (torqued to 8 Nm on the 2.2, 20Nm for the rest)
Reconnect the hose and connector to the housing.
WAIT FOR THE SILICONE TOO DRY.
Refill and bleed coolant system as per How to..... (link above)
Note - this was done on a Z18XE, it may be slightly different on different engines, but will be the same principle.