@Mark ******
They won't care that you intend on applying for a retirement visa. But why don't you just apply for the retirement visa from your Thai embassy online and then not have to worry about any of that?
Regardless, if you want to enter, then you are almost guaranteed to be questioned. Have the 3 proofs with you to make it so they cannot easily deny entry.
1) Proof of funds (20,000 baht or equivalent in another major currency IN CASH ONLY)
2) Proof of onward travel (a ticket out of Thailand within 60 days of your arrival, whether you intend to use it or not)
3) Proof of lodging (at least a few nights hotel reservation)