The first thing is to try and “forget” your language and “pick up” the new system. This can be quite difficult, but a serious learner should make the effort. In other words, try to think in the new language. It will help immensely.
“Sentence constructions are particular to each language and generally can not be translated into Thai language directly. While on some occasions what you are saying might not be wrong, to a native speaker it might not sound right.”
Try to listen to the sounds of the language closely– this is especially important in Thai which is a tonal language.
The way to succeed here is to listen, then speak and practice as much as possible.
“Speaking is the only requirement to be fluent. It is normal for babies and children to learn speaking first, become fluent, then start reading, then writing.”
“Watch movies, listen to music, sing songs, and browse newspapers and magazines. It’s fun and helps improve your pronunciation and comprehension.”
Listen to the sound of your own voice.!
Even though you might not like hearing your own voice, this is a very useful way to find out what’s wrong with your spoken Thai. Record yourself speaking and then listen to the tape, or ask a native speaker for some advice.
Finally you should study from the best source you can find.
Study material that you can trust, that is commonly used, and that is correct.”
Ideally a professional experienced Thai language tutor is the best.
“It is difficult to learn from books alone and you don’t want to learn something incorrectly. Then it is more difficult to get it right.” Expecially if you want to have a good pronunciation! Thai language is a tonal language so you need to have a teacher to show you how to speak and correct your pronunciation in the beginning. 
“Learning Thai takes time and patience. Try to relax and take it easy. The most important thing you need in the beginning is a good vocabulary. Daily practice is very important. Starting with a foundation and slowly build on it.”
Do not worry about making mistakes, in fact the more mistakes you make, the more you will learn from them. Practice everyday and be confident!