Have you drivin the truck after you changed the thermostat? Just wondering if the smell is indeed coming from your truck or possibly just something near where you parked. If it is in fact coming from your truck, does it have more like a rotten egg type smell? If so, 99.9% sure it is your catalytic converter. Don't have the scientific reason like J-Ri, burt he is right that water in the tail pipe is common. I just always thought it was condensation. Guess we do learn something everyday!