First, you need to check with your local Thai Embassy website and choose the correct Visa type for your reason to travel to Thailand. The availability of Visa types can vary from Country to Country.
The most common requested documents needed are:
Your passport or travel document (with a validity not less than 6 months from the date of application).
Completed your visa application.
A photo ( 4×6 sized)
Proof of your flight tickets
Proof of financial resources
Proof of accommodation in Thailand.
The Visa fee