DIAGNOSIS The thermostat is secured by a locking tab at the top. Pulling straight out will not work.
FIX Place your fingers on the sides of the thermostat. Gently but firmly pull the *top* of the unit forward and away from the wall plate. It is designed to pivot from the bottom. Once the top releases, you can lift the entire unit off the bottom hooks of the wall plate.
IF THAT DIDN'T WORK If it's stuck, use a thin plastic pry tool or a flat-head screwdriver wrapped in tape. Insert it carefully into the seam at the very top center to help release the latch. Do not use metal directly as it can damage the housing.
HEADS UP Never pull from the bottom. This can snap the plastic mounting hooks. Always pull from the top first. Ensure system power is off before removing it if you plan to touch wiring.