I am trying to install a Honeywell TH4210D thermostat to a Goodman PHKJ030-1 heat pump. Most wire colors match up but the Blue wire seems to be confusing. I'm not sure if it is a common wire on a Goodman. Also are there any jumper wires I need to install or remove?

Here is the factory manual for your outside unit with wiring

http://www.alpinehomeair.com/related/Goodman_PCKJ_PCK_PHKJ_PHK_Install_Instructions.pdf

I am sure you have your thermostat manual so using both will make installing your thermostat easy. Now if you do not know what you are doing STOP and call an HVAC company for a on site service call to do the wiring for you. Incorrectly wires items can damage the unit or the thermostat and both under various circumstances.

Thank you for the link. The only problem I have is the Honeywell manual does not mention anything about w1 or w2 terminals or the terms 2nd and 3rd heat. It has the following terminals: E, Aux, Y, G, O, L, R, B, C. Everything else mathes but I cannot decide where to put the brown (w1, heat 2nd) wire and the white (w2, heat 3rd) wire onto the thermostat.