Are you trying to replace an existing thermostat? Did you make note of the wiring?

If you have heating, cooling, and fan control then you need at least 4 wires. If your new thermostat requires a ground then you will need a fifth wire.

The wiring isn't wrong per se, it's just not color coded in the traditional way, which is why it's very important to take note of where the wires are in the unit and on the controls, because as you can see, sometimes people wiring things up differently. Could be due to a broken wire so someone was forced to change colors or maybe the tech is color blind, who knows.. The wires may also change color in an area you haven't visited, like behind a wall, but I'll get to that.

So take a picture of the terminals at the unit, and determine which color wire goes to what.
Then go visit the thermostat and make sure everything matches and you'll be all set.
If things still don't work correctly, or a fuse pops, then you know that you still have something hooked up incorrectly, or the wires change color once again and now you get to have fun figuring out which color changes to what color. For example, the orange wire on at the unit may change colors and end up being the purple wire at the thermostat, and it's a blast trying to figure all this stuff out at this point especially after a long day when you're ready to hook things up.

If the wires change color, say behind the wall, and you can't get to this area, you're going to have to figure out which wire is which by tying only two of them together at one end, and testing for continuity with your meter on the other end, and see which wires test positive for electrical continuity. Or pull a new wire if it's a simple run. Either way it can be time consuming especially if you gotta travel up and down several floors to get from one area to the next.

When replacing an existing thermostat, it's always best to take a quick picture of the wiring before you remove the thermostat, and the same goes for the equipment if you're replacing the HVAC equipment. Then you install your equipment and/or thermostat, and compare at the end when your wiring things up. It will save you the headache of going through situations like this, especially when wires change color behind a wall.

Thanks so much I will check all this out and get back