Luckily I have one of these thermostats stashed away. The main cover just pulls off toward you. Once off, make sure all the wires are connected and that none randomly broke off or came loose, causing one to touch another.
If all wires appear to be in place, it's likely the thermostat is bad. The furnace control should only be two wires. As others have suggested, if you loosen and disconnect all the wires from the thermostat, while making sure they also aren't touching, you should be able to turn the breaker back on and the furnace should do nothing. If it still comes on, then there's a problem with the furnace or the wiring between the thermostat and furnace.
Pictures attached of what it looks like inside.
2007 T-286SR Cherry/Granola, #6236, original owner, current mileage: 9467.8 (as of 5/26/19)
1997 T-2653 Blue Denim, #5471
1979 12 1/2' MC, Beige & Avocado, #4639
Past Sunlines: '97 T-2653 #5089, '94 T-2251, '86 T-1550, '94 T-2363, '98 T-270SR