A few things... having a temp gauge reading in the 'N' to 'O' range is pretty normal. I have tried thermostats, all that but it's just a characteristic of the engine. But... let's quantify this a little bit. When you say little to no heat in the cab, answer me this: If you let it idle (even in frigid weather), after 15 minutes, do you feel heat coming out of the defroster/registers? Or so little it is hard to tell?
If the answer is yes, you do feel some heat, that's pretty much normal.
If the answer is no, no heat at all, then coolant is not making it to the heater core.
Roscoe mentions low coolant level, and it's difficult to get the explorer coolant system really full. There are other threads on this, and various tricks.
But, there's something else that I would check, and it's pretty easy to do. Under the hood, passenger side firewall near the hood hinge, you will see heater hoses going from the engine to the heater core, just like any other vehicle. The explorer adds a little gizmo there called a 'coolant diverter valve'. It's black plastic, H-shaped, and coolant runs through this to get to the heater core. Now, here's the thing: This valve, in one position allows the coolant through, but in the other position, bypasses the heater core and just sends the coolant back to the engine. So, in that position, no hot coolant gets to the heater. The valve is operated by a small vacuum line, and that vacuum is controlled by the heater controls in the cab. If you examine the underside of the valve, you will see the vacuum line, a little vacuum dashpot, and a lever to operate the valve. So, you can do some troubleshooting there, but the easy one is this: With the engine warm and heater on, the hoses on the core side (very short ones) should be hot, as hot as the hoses coming from the engine. If the short hoses are not hot, the valve is suspect. You should also be able to see the vacuum dashpot move if someone is turning the heater on and off. I'll let you troubleshoot and respond as needed.