No no , there's 2 black wires wrapped around one another, and another black one on its one... I got 3 individiual wires. 2 black.. one green. Not sure what to do

Ok... relax. That is a very BASIC thermostat. It either opens the black wires or shorts them. It's rated for high voltage in order to control electric type heaters.

If you remove your thermostat it is probably wired with two wires. If it actually uses more then two wires you can not use this thermostat.

Take one of your wires and connect it to either black wire
Take your other wire and connect it to the other black wire.

If the thermostat is mounted to a metal box then you will connect that green wire to the metal box or to the ground wire inside that box. Otherwise... don't use the green wire.