Removing a water heater thermostat is not too difficult, once the preparation is complete. Double check with a tester to make sure the power is off before proceeding.
To work properly the electric water heater thermostat needs to be positioned firmly against the wall of the hot water tank. It is held in place by a spring steel bracket. There are no screws that actually hold it in place.
You have followed Steps One and Two, so the power is off and the cover plates have been removed. You have removed the insulation and the plastic shield. There are different wiring configurations depending on your model. You will want to tag the wires before you remove them.
In addition, I suggest that you take a picture of the wires. Remember that old 'a picture is worth a thousand tags' thing. Actually it was 'thousand words', but you get the idea. Take a digital picture with your phone or camera. You may thank yourself later.
Remove the wires when you have the proper documentation. You may need to pry back on the clips to get the thermostat loose. Don't bend them, you will be sorry. The new thermostat will need to be pressed tightly against the tank.
Some water heaters have a break away clip that acts as a further restraint. Are you baffled and can't get it loose. Check your owner's manual. If it has one of these, it is probably a newer model. Don't throw the old electric water heater thermostat away. You want to take it with you when you get the new one.