A thermostat includes a housing, a user interface, and a processing system configured to control an HVAC system using setpoint temperature values. The thermostat may also include a plurality of HVAC connectors configured to receive corresponding HVAC control wires, and a connection sensing module configured to determine the identities of HVAC connectors into which corresponding wires have been inserted. The processing system is further configured to select and display one or more user inquiries using the user interface based on which connectors have wires inserted, thereby enhancing and streamlining the user installation procedure.