The thermostat will call the boiler for heat when the ambient temperature in the vicinity of the thermostat drops below the temperature you set. Most people set the thermostat at around 20 degrees in the winter months.
When you rotate the dial, the thermostat will click when it is at the ambient temperature - if that is say, 15 degrees, that is when you'll hear the click.
If your thermostat fails to turn on until the temperature on the dial is 23, even though the ambient temperature is much lower, then the thermostat may be faulty. Try leaving it set to 15 degrees for a while, and see if it cycles the boiler on and off.