1) With the engine running and the coolant warm, rap sharply on the gauge with your knuckle and see if the needle was stuck.
2) If your gauge is electrical, make sure you're getting 12v to the gauge (using a VOM). If you are, double check your connections and then disconnect the sending wire from the sending unit on the IM and ground it and see if your gauge moves. If it does, then that sender is bad. You can also check your sending unit with a VOM if you have a mind to.
3) If your gauge is mechanical, and you can't fix it with a knuckle rap, then you're going to have to replace it.
Personally, I've had great success with the knuckle rap on my mechanical Smiths.
But I wouldn't bother replacing the gauge until Spring, sometimes they fix themselves if left alone for a while.
