There are the basic two wires (red and white) that are coming out of the wall that run the zone for my hot water baseboard furnace. I am removing the standard dial, mercury thermostat and replacing it with the Honeywell Focus Pro 6000 (TH6110D1021.) In the wiring manual that came with the new thermostat, for the heat only diagram it shows only two places I will use. One (which has a bold C before it) 24VAC common. The other (with a bold W before it) heat relay. Can I assume the C is for the colored (or red) and the W is for the white wire? Thanks

Use R and W on stat and set to battery only.

Use typical heat diagram on this link

http://customer.honeywell.com/techlit/pdf/69-0000s/69-1714.pdf

The thermostat you bought have to be for milivolt system since no 24 volt present in 2 wire control system. It should have batteries that operate the thermostat.
Replace it to the right kind.

the thermostat you bought have to be for milivolt system since no 24 volt present in 2 wire contlroll system. it should have batteries that operate the thermostat.
replace it to the right kind.
Sorry I guess it is for milivoltage so it should do the job. But bust have batteries.

This new thermostat does have 2 AA batteries

Connect wires to R and W, then you have to set the thermostat in the set up mode to number 2 (2 wire heat only)