To troubleshoot, you need to consult your 2002 Ford Explorer's owner's manual. It will have a fuse box diagram showing which fuses relate to the instrument cluster (where the fuel gauge resides) and the fuel system. Look for fuses associated with the instrument panel, gauges, and possibly the fuel pump circuit.
Don't just start randomly replacing fuses. Testing each suspect fuse with a test light or multimeter is crucial to avoid damaging other components. If the fuses are all good, the problem likely lies within the wiring, the instrument cluster, or the fuel level sending unit in the fuel tank.