This isn't the thermostat, it would be the little copper rod looking thing that the pilot light touches when it is lit. This senses that there is a pilot light capable of lighting the burner and intended to keep raw gas from flooding the space.

To get to it with a torch would be through the little half dollar size grate/plate that you lift to light the pilot.

That is assuming that the furnace is older than the 1990's.
I think in the late 80's manufacturers went to sealed units that almost have to be disassembled to get to the internals and light using a push button piezo electric sparkers.