Coolant not circulating

Check water pump. Assuming ur radiator is full of coolant

I have tried burping the system but the coolant isn't moving. Also the fan comes on immediately when I stay engine.

Fans will come on when AC is on, so first make sure AC is off. If it still comes on immediately check fan relay. As to lack of circulation, if you're certain thermostat is good, you either have a plugged radiator or some sort of blockage in the system, or a bad water pump (or both...)

You will not see coolant circulating until engine has reached operating temperature, normally 190* depending on temperature rating of thermostat. You may want to make sure u installed thermostat correctly because it will fit either way, you want the pointy part towards the outside. If you see thermostat is installed correctly, remove it and see if you see flow without it. Take the thermostat and throw in a a dip heating pan with water and heat it up and see if it opens, if it does and you are getting coolant flow without the thermostat, your water pump is worn and needs to be replaced.

I replace the water pump the thermostat and I tried to burp the system but it's still not circulating