Could be a small leak some ware that burns off as it hits the engine. If the thermostat was just replaced they may not of capt it tight enough. If its none of these then it sounds like a head problem. The gasket or the head its self my need to be replace that will cost some money.
Did you look to see if there were any visible leaks? Is there a puddle under the car? Sometimes when they replace the thermostat, some coolant spills on the engine and it smells for a while. You can take your car to a car wash and open the hood and just hose it down. Take it easy on the hoses and try not to get any water in the air intake system.
If you can't find any visible leaks around the engine, check your exhaust and see if you have coolant leaking from it and if there is white smoke from it.
If you can't find anything there, check inside your car. Touch your passenger side floor and see if it is WET. If it is and the smell is strong inside the car then it means you have a bad heater CORE.
If that is the case, good luck. They are NOT fun to replace. It can be done but your looking at an all day job. The good thing is the heater core is not very expensive. It costs about $30 for the part.
Check the hoses going to and from the heater core. They are directly over the headers and exhaust pipes; so coolant could be droppin gone them and failing to reach the ground. Parts stores ahve these hoses pre-formed for ease of installation. Also, check the 1/4" hoses running into the EGR plate behind the throttle body, they could be cracked, brittle, and leaking
You will need to check two things. One is the oil, the color should look normal, if it looks like chocolate milk, you have a head leak, or cracked head. You might also have a leak under the intake, leaking into the plenum. Last but not least check passenger floor board for wetness, might be a bad heater core. Local auto shop can run a pressure test, this will show where it is leaking if it an external leak (i.e. bad head gasket, bad hose, bad pump.)