Do I need proof of onward travel if arriving in Thailand by land?

The difference between a land border crossing and arriving by air is the 2 land border crossings per calendar year limit.

ALWAYS proof of leaving Thailand within the granted visa / visa excempt period, on tourist.

It is an official requirement, but immigrations couldn't care less. Coming by land there's also no carrier that could refuse you on the basis of some pre-check. And then if immigrations does check, you can indeed use a land travel booking as proof of onward travel.

Just keep in mind that you cannot enter Thailand by land more than twice per calendar year, regardless of how long you stay and if apparent intentions.

Proof for what purpose, Visa application, entry?