Choose a Thai course to follow. Visit websites such as Learn Thai, High Speed Thai and How to Learn Thai to access lessons on Thai pronunciation and tones, the Thai alphabet and basic phrases. If you prefer a more traditional learning style, visit your local bookstore and invest in a Thai language course. Pick a course that comes with accompanying audio so you get used to hearing spoken Thai right from the start of the learning process.
Master the Thai alphabet. Practice the 44 consonants until you are confident that you can pronounce the different sounds correctly. Print off a copy of the alphabet and pin it somewhere where you will see it everyday. This will help you to review what you have learned and keep it fresh in your memory.
Learn the five basic tones of Thai. Your ability to make yourself understood when you speak depends on how well you master these tones. Find a native speaker of Thai and ask him to demonstrate the different tones for you until you are happy that you can hear the difference between them. If this isn't possible, download relevant audio from the Internet and listen to it regularly to build your confidence.
Study Thai grammar. This is the least fun part of learning a language, but if you want to be able to speak Thai, you need to understand how the language constructs sentences and phrases. Fortunately, grammar in Thai isn't as complicated as English grammar, and there are many websites that can give you a good overview. Tackle one topic at a time in order to make steady progress.
Practice speaking Thai. Find a course in your local area that you can enroll in, or search for other people learning Thai in your town using a social network. If you can't find a buddy to practice with, talk to yourself and capture the result on your cellphone or other recording device. Play the recordings back and compare your pronunciation to the model phrases in your course. Identify sounds which you need to improve and focus on exercise to improve these.