2002 Ford Explorer Engine Coolant Sensor

I'm trying to find out how to replace the Engine Coolant Sensor. I know where it is (on top of the thermostat box). I can disconnect it but cannot get it out to put the new one in. Vehicle runs fine but realize I can't put this off forever. I travel frequently with my job and don't have the time to leave it with a mechanic for days at a time, as I am often not in the same location for more than a day.

What tool(s) do I need to use to remove it? Does the new one just push into place? Does the entire thermostat box need to be removed to replace the coolant sensor? Essentially, what steps do I need to do, in what order, to replace this.

Removing the quick connect is the easiest part I've figured out.