Where is the thermostat in a 1999 Pontiac Grand Prix 3.8L V6

Assuming you have checked the coolant level and found it to be OK, the thermostat is a good thing to check in your diagnostic process. When they fail, they either let coolant flow without restriction (engine will be slow to warm up) or the stay shut and prevent coolant from getting to the radiator to be cooled down (your overheating symptom). I do not know the specifics of your car, but thermostats are typically mounted in a housing that is bolted to the front, top side of your engine block and has the hose to the radiator coming off of it. When the engine is cool, unbolt the housing and swap the radiator that sits in the cavity inside it. It is directional, so install it in the right direction. Ask the person at your parts store if you are unsure.