I am trying to change out my old thermostat which uses a mercury switch to a Honeywell ct2800 programmable thermostat. The old thermostat which is also a Honeywell has just 2 wires connected to it (one red and one grey)and none of the old terminal posts have any letter markings. There is no instructions on the ct2800 on changing out a thermostat with 2 wires. Can anyone tell me which terminals to connect the 2 wires to? I connected the 2 wires to terminal R & G then the Rc & G but it didn't work. It's a gas/boiler system. Thanks.

Don't know about boiler systems, But do know red is common and white is heat.
I would connect red to R, and gray to W.
When set to Heat, and temperature is cool, a connection will be made.