Yes you should bleed the air from the high places in the cooling system.
You probably could do it by removing a high heater hose.
But since you are replacing the thermostat, leave it out and fill the block at the thermostat hole. This will completely fill the block.
If your's is an inline config, there is a plug at the top of the cylinder head, remove it to bleed the air.
But as a last resort, just fill it to the top, wait until it burps and fill some more. Keep this up until it doesn't burp anymore then start the engine and add coolant as required.
You'll get him filled with no danger to you or him.
Happy Trails Burp Burp from Houston!!!
Donald, El Cheapo