Your t-stat will not start to open till about 140-160F. So the pump will just recirculate water around the block until it starts to open. Your water temp gauge should tell you when its about to open. Feel the upper radiator hose. If the water temp gauge is 160F and everything is working you will be able to feel the upper hose getting hot.

While it is warming up keep the radiator cap off so you can refill the radiator as the engine reaches temp.

Some new t-stats come with a hole to allow air to escape I usually make one if does not have one. Helps out a lot to purge the system of air.