To change the stat :
With a cold engine :
Take the expansion tank cap off,
Take the rad cap off, Undo the three bolts that hold the top of the thermostat housing on (one is much longer than the other two)
Lift the top of the housing off,
Remove the thermostat
Compare it to the new one - does it look the same ? Do the holes line up, is it the same shape and size ?
If yes clean all the old gasket off both sides of the housing, try not to let any fall in the hole.
Put the new gasket in.
Put the new stat in.
Put the housing back on.
Put the bolts in.
Do the bolts up.
Top the radiator up with 50/50 antifreeze and water.
Give the bottom hose a few squeezes to push any trapped air out.
Top the rad up again if it needs it.
Refit the rad cap and expansion tank cap.
Run the car with the heater right up and blowers on full blast until you get HOT air.
Let it cool down.
Remove the rad cap
Top up if necessary.
BUT THIS WILL NOT STOP THE WATER LEAK !!!!!!!!!!! So back to what I said before. My heater goes a bit colder when the coolant is low. There's probably no need to change your stat at all, if your heater is ok when there's plenty of coolant going round the system, just find the leak !!