@Shannon *******
, you're far more likely to have a problem checking in with the airline bringing you here without proof of onward travel than you are with passport control once you land.
Many airlines require proof of onward travel if you are flying in without having bought a visa from a thai consulate before hand (30 day visa exempt entry). The reason is, IF for some reason you're denied entry on a 30 day visa exempt entry and the airline let you board with no proof of onward travel they have to lug you back to where you come from.