@Patrick, thanks for the help!
@Sleemore16, thanks for posting. Could you tell us more about this? Like what Patrick mentioned, Nest thermostats don’t support stranded wires, they require solid-core copper wires.
If your low voltage wires are stranded (each of the wires is a bundle of smaller wires), reinstall your previous thermostat and contact a local pro to have your thermostat wiring replaced or adapted with solid core wire so it can work with Nest thermostats.