@Clive ********
The process is a bit confusing if you're new to Thai Immigration. Agents do make it easier. As Clive points out, you can do it without an agent. I have heard, one issue with using an agent is that you're kinda stuck using agents after that so it's worth avoiding if possible.
I would recommend coming here on a tourist visa, maybe multiple-entry tourist visa, get to know the place meet some people ask them what they do.
This group is better with specific questions. For more general questions "how do I do a retirement visa" you will get bunches of wrong answers and a few correct answers.