2002 Toyota Highlander Coolant system

It is very cold here right now and the temp guage will not reach above 1/4 up the hot scale. Typically it is midway. My Engine Light came on and I had it read as P0128 - Coolant Sensor. But, I had read on the Internet that this could be misleading if the thermostat was bad. Plus, the light cleared and stayed off after we pulled the code for several days. It is back on now, but I am wondering if I should just change the thermostat first and see what happens - it cost less. But, where is it at on the '02 Highlander? And, is this the right approach?

Thank you, Eric