Changed my water temp sending unit and still nothing on the gauge.

Just went out and grounded the sending unit and the gauge pegged.

Letting it warm up for a few minutes and see it the gauge moves.

Thoughts?

"Just went out and grounded the sending unit and the gauge pegged."????

You mean that you grounded the wire that goes to the sending unit? If you did that then either they gave you a defective unit or one for and idiot light.