There are two very different types of thermostats:
These use low voltage, typically 24 volts from a transformer. Generally they use 18 AWG wire, though thicker wire is perfectly fine. Minimum 2 wires, but often 5 or more wires depending on heat, air conditioning, multi-stage heat pumps, etc.
A low voltage thermostat essentially controls signals going into a control board or power to a relay, but it doesn't control any 120V or 240V power directly.
While always best practice to turn off all power before working on low voltage thermostats, it is generally quite safe to work on them even when the power is on.
These use 120V or 240V - the same power used to operate the heaters, which are generally baseboard heaters like you have.
A line voltage thermostat turns the power to the heater on/off directly.
You probably had low voltage thermostats in your previous location, but you have line voltage thermostats now.
You must turn off power to the circuit when working on line voltage thermostats.
Any replacement must be rated for both the voltage (likely 240V) and current used by your heaters. Your heater should have the current (Amps) and/or power (Watts) listed somewhere. If not, you can play it safe based on breaker ratings. For example, a 20A breaker should have heaters no larger than 16A and 3,840 Watts.
Another way of thinking about this:
A line voltage thermostat is like a typical light switch. It can be simple (a traditional bimetal thermostat) or it can be complex ("smart") but it gets power (if it needs any of its own) from the same source that it controls power to (the heater).
A low voltage thermostat is like a wired remote control (yes, that used to be a thing). It doesn't directly control the power coming into the HVAC (or TV or whatever in the case of a remote control). It just provides some low voltage signals which in turn tell some other parts to control the main power.
A modern/smart line voltage thermostat will actually use very low voltage internally to do all the "smart" stuff. But a low voltage thermostat does that too - it uses low voltage (probably 12V or less, definitely less than the 24V transformer provides) and DC rather than AC to run its smart stuff too.