The code came up with thermostat heater control circuit open. I looked it up online.. this is a brand new thermostat that is in the truck 2 months ago. So.. any suggestions?

 

It actually means thermostat is not passing 12volts to the computer, computer grounds it so should "see" the 12volts when key/computer is on

In 2002 fuse 41 in the engine bay fuse box powers the thermostat, key on power
Might be the same in 2003

Check the connector on thermostat, unplug it and plug it back in to clean contacts

On the connector is a light blue/orange stripe wire(2002) and it should have the 12volts from fuse 41 if you want to test that with volt meter
Dark Blue wire(2002) is the ground(the wire from computer pin 46)

Was replacement thermostat a Motorcraft?

You don't have to spend the $$$ on the electric thermostat, a 2004-2006 model $, with no heater, will bolt in and work the same
But you must install a larger resistor so computer thinks its still hooked up

Read here: Duratec cooling mods -- Need to clear CEL - Ford Ranger Forum