a couple things, open radiator cap while cold, start engine, and see if water is moving.
no movement, it has a broken tang on the waterpump shaft, not uncommon.
take to mechanic for repair.
there is no thermostat in a 660 rhino.
if water moves see if it has many bubbles forming in it or water blows out in pulses, if so, might be a head gasket.
no bubbles and water moves, need to check for air in the system, pretty easy really. remove seats, then engine cover. On drivers side near top of motor, you will see a return hose on what should be the thermostat housing, there is a bleeder bolt on it, loosen this bolt to see if fluid comes out, or leave open until it does, then tighten, check water level again.
when warm, does the fan run? they also can go bad or the fan switch on lower pass side of radiator.
separate-- the dipstick is not screwed into the motor to check oil level, just set in hole on a yamaha rhino. oil change with filter is 2.3 quarts.