Accommodation: When you first check-in to your room, do a quick security and safety inspection. Does the "peep" hole work? Is the bolt lock or safety chain working? Do you know where and how far away the emergency exit(s) are? Is there a smoke alarm? Do any windows that open to the outside have a functional locking mechanism?
Do not leave valuables in your room. It is not good enough simply to lock (or hide) valuable items and money in your suitcase. Passports, cash, cameras, and so on should always be kept secured either in the room safe provided, or in the main hotel safety box usually available at hotel reception. Even during a short absence from the room for breakfast lock up or carry anything you can't afford to lose. Keep your door locked at ALL times and make use of the spy-hole and safety door chain before opening the door to anyone.
Most hotels offer business cards written in both Thai and English. Keep one with you in the event that you can't clearly communicate your destination to a taxi driver. If your hotel only has cards in English, ask a staff member to write the name, address and phone numbers in the Thai language on a card for you.
Beaches and Swimming: It is not advisable to frequent deserted beach areas. You should never put yourself in a position where you can't be seen or heard by others should an emergency arise or you need assistance. Nude and topless bathing are frowned upon in Thailand, and showing a lack of modesty could unfortunately be misinterpreted by others as a statement of your own level of morality and intentions -- be aware of your dress. When you are in more remote or very quiet areas, you should consider your options for seeking assistance should an unlikely event like a robbery or assault occur or you become injured.
Most Thai beaches do NOT have lifeguard protection. Be aware of posted signs indicating no swimming areas, areas of rip current, areas of undertow and where swimming is otherwise dangerous. Of course, you should NEVER swim alone.
Late night walks on poorly or dimly lit and isolated beaches are also not a good idea. In the busier areas you may encounter other nuisances such as drunks, prostitutes, thieves, muggers etc.
Sunscreen: Never underestimate the power of the Thai sun. Summer or winter overexposure will burn you badly and do irreparable damage to your skin. Between the hours of 10am and 3pm UV rays (the ultraviolet rays that give skin damage or worse) are at their strongest.
Wear a hat, wear wrap type sunglasses with EPF10 (eye protection factor), wear a strong SPF factor water-resistant sunscreen. Reduce your exposure to the sun to short bursts. Permanent skin damage starts to occur after 15 minutes. The tropical sun is not to be trifled with, do not underestimate it.
Drink Water: Keep yourself hydrated at all times, safe bottled drinking water is available everywhere, it's cold and it's cheap. Carry a bottle of water with you at all times, don't underestimate the risks of dehydration.