Do I have to replace the Mass Air flow indicator on my 05 Expl Sport Trac

After replacing the thermostat and water pump gasket and finding the water pump was still good, my Sport Trac was still overheating. So I took it to the dealer. He says he has to replace the thermostat housing down to the ECT. Fine, but now he says I also need to replace the MASS AIRFLOW INDICATOR for another $500. Two questions: Do I really need to replace the indicator? If so, is this a part I could order and install myself to save some money?

Was the check engine light on before you went in for repair?
The MAF (Mass AirFlow) sensor is not related to engine overheating or not.
MAFs sometimes need to be cleaned. Most (if not all) dealers will sell you a new one instead of spending a few minutes and using a few dollars of cleaner to clean it.

The check engine light came on while I was driving to the dealer. This was after putting the thing back together after my last attempt to fix overheating issue. The light had NOT been on prior to that.

If I ask the dealer to clean the MAF instead, is that reasonable? Or should I take it home and clean the MAF myself?

You can easily clean the MAF yourself - get MAF cleaner from an auto parts store. More to the point, there are several codes that indicate some issue with the MAF system but none that tell you to replace the MAF. The MAF sensor has wiring that can have problems. The MAF sensor’s job is to measure air flow - things like leaks in the intake tract can throw thigns off.

Do not just have the MAF replaced. If you can get the exact error code that came up, post it. You can read up about it here: http://www.obd-codes.com/trouble_codes/ ~ look for codes P0100 to P0104

Do yourself a favor & get away from going to dealerships unless it is for warranty or recall service. Find a good, local, independent mechanic.

If you put anything back together wrong such that there is an air leak in the intake, it can cause a code that might lead to MAF replacement, if no proper troubleshooting is done.
The MAF measures how much air goes into the engine. If there is a leak, then the MAF reading will be wrong because the MAF is not measuring the leaking air.