DIAGNOSIS Your thermostat has no power. The most common cause is the C-wire (common wire) is not connected or not providing 24VAC.
FIX Turn off the HVAC system breaker. Remove the thermostat from the wall plate. Check the wiring at the plate. You must have a wire connected to the C terminal. If a wire is there, ensure it's seated properly. If no C wire, you need to install one at your furnace control board and run it to the thermostat.
IF THAT DIDN'T WORK Check the furnace/air handler. The control board fuse may be blown. Look for a 3-5 amp automotive-style fuse on the board. Replace it if blown.
HEADS UP Never connect or disconnect wires with the breaker on. You can damage the thermostat or furnace control board.