The existing thermostat was a two-wire installation using only R and W wires. To turn heat on, it connected R (24VAC power) to W (heating).

The Nest Thermostat has an internal battery that needs to be charged. If only two wires are connected it steals power from these lines. For some installations, it doesn't draw enough current to turn the heater on. Unfortunately, in my installation it draws too much current.

The Nest Base also uses power and steals it from two-wire installations. In my case, simply plugging in the base WITHOUT THE THERMOSTAT was enough to activate the heater.

I had thought the Nest Base was passive and simply connected wires together. But this is NOT the case. It has a power supply, and integrated circuits, so it requires power too.

This meant the heater was always running even when the Nest Thermostat said it was not.