Make sure you have an OE Subaru thermostat in there. Aftermarkets don't work well (or at all).
Did you fill the coolant through the upper radiator hose? If not, pull it off and make sure the coolant is topped-off at the hose before putting it back on the radiator (this will greatly reduce the "air bleed" time). Top off the radiator, fill the overflow to the correct level, and bring the nose of the car up 6-8 inches.
Passenger's side top of the radiator should be a plastic screw: this is your air bleed. Unscrew it half way and let the car warm-up. When it starts to hiss, wait until it's a solid stream of coolant, then close. Run till fans cycle (on, then off). Drive around, keeping an eye on the overflow. Monitor for several days. Top off coolant level in overflow as necessary.