Your car's thermostat allows coolant to circulate when the engine is warmed up and should be closed when the engine is cold so that the car can warm up faster. It's a fairly inexpensive part that's replaced easily, but when it fails, your car can overheat, causing costly engine damage.
Warm up the car but don't let it overheat--don't let the temperature gauge go into the red.
Turn off the engine.
Open the hood.
Find the upper radiator hose. It's black, is made of rubber and is about 2 inches in diameter, with metal clamps on either end. The upper hose goes into the top of the radiator.
Locate the lower radiator hose. It looks similar to the upper hose except that it attaches to the bottom part of the radiator.
Touch each hose very carefully (they can be extremely hot). If the temperature gauge is indicating that the engine is warmed up but one hose is hot and the other is cold, the thermostat is probably stuck closed, and the coolant isn't circulating through the radiator.
Have the thermostat replaced if this is the case.