Air is blowing out of the vents but no heat?

HI!
Air is blowing out of the vents but no heat. I started with checking coolant level and it was low so I topped it off and check regularly now. It does appear to get low faster than I think it should, but nothing seems to be leaking. After google search about the heat issue it lists a few options to check starting with replacing the thermostat. I came across one of your tutorial videos that showed exactly that. I have never done anything like this before but feel determined to try this before taking it to a mechanic. I guess my main question is do I really need to drain coolant to change thermostat? I was reading some of the comments after the video and from my understanding it may not be necessary. I am usually the type to be thorough, not skip steps, and do it "right" the first go round, but being my first time doing anything like this I just wanted to confirm.
Thank you in advance for any insight you can give!
-Amber