bleeding the coolant is an important step in any coolant related repair. There can be air bubbles trapped in the coolant system which can cause random problems such as overheating.
Heres some nifty instructions on how to flush your radiator along with bleeding the system.
http://www.nicoclub.com/archives/how-to ... 240sx.html
There is a bleeder screw on the KA use it. if it is stuck shut, make the radiator cap (with cap off of course) the highest point in the cooing system by jacking up the front of the car. idle the car untill at operating temp. turn the heat on high. and fill with coolant as air escapes, squeezing rad hoses everyonce in awhile forces the hiding bubbles out.
If you keep having problems with air bubbles in the system invest in a swirl tank.
Also, when you installed new thermo, the jiggly lil guy in the hole should have been at the top. make sure it is.