I have an old luxaire furnace with just heat and it has three wires coming out I can't get it to work with a thermostat but I can connect two of the wires together directly and it will work not sure what the third wire is for they are red white and black

With heat only and no ac, all you need is 2 wires connected to tstat,1 to r post, 1 to w post

Is it a new thermostat, or an old one that just isn't working anymore?
Oh, and wmproop is correct, you will only need the red and white wires.