Not sure if this circuit will work, did I overlook anything?
Given you are new to electronics PLEASE STAY OFF THE MAINS. It doesn't matter if your circuit works or not, you might get yourself or worse - someone else - killed.

Buy a heat source that is controlled by a thermostat. Or something else with the mains part already assembled. I'm sure the kind folks of this forum whom are familiar with your part of the world will direct you to something suitable. Btw where do you live?

That being said - no your design is flawed. It will not work. The sensor should not be fed more than 5.5V for instance. And your relay-circuit is incomplete unless you ground your arduino to the mains ground which is A BAD IDEA.

STAY SAFE - STAY OFF THE MAINS!