It's like anything else. There's a law against j-walking in the us. 98% of the time you won't get called out on it but if you do, live with it because it's a law and you just broke it. Not saying it's good or bad but it's there.
Just find a place on either an&b or Booking.com. You can print the reservation details in both English and Thai. And don't stay near the airport like one suggested. Not much going out out there.