You have never been to an immigration office outside of thailand :/ That's because all the immigration offices are inside thailand, you were probably at a thai consulate or embassy ;)
Be that as it may
You can go to the main immigration office out at the government complex on Chaengwattana Road and apply for a 30 day extension to your 30 day visa exempt entry for 1900baht.
Here's the map of where it is
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