Trying to replace a DICO thermostat with a new digital Honeywell. I am following the simple instructions, but the wires on the old one are not labeled. Please help! How do I know what the wires are?

Existing wires are white, blue, yellow, & gold.

Go to the furnace end of the tstat wiring,, what are the connected to on that end? Should help you figure it out,, if not tell us what you are seeing on furnace end,, and maybe the name and model numbers from your furnace, would help