are you changing the thermostat ? you didn't say.
if so, how many wires are connected and what are the colors and terminal identifications ? also, look at the diagram in the box with the thermostat. it should show you whether you need a 'common'. the 'r' terminal receives 24 volts from the furnace transformer. that 24 volts is distributed on 'g', 'y' and 'w' back to the furnace to turn on the devices. the 'common' in question, usually labelled 'c', is to provide a path back to the return side of the power supply (transformer). this is only required if the thermostat itself needs a power supply. the diagram should tell you whether it is required or optional. if 'c' was not used before, the extra wire can be used if the thermostat requires it. let us know what you see in the instructions and if it is needed, you will need to connect the other end at the furnace. we may be able to direct you how to do this if you are capable and confident.