First, you have a visa so no worries there.
Second they have no way of knowing it's your first international flight.
Third neither would they care as it's the people who try to live year round in Thailand on visa exempt that they're bothered about - that's not you.
Fourth just to be sure you should have accommodation booked and carry
*****
baht or equivalent cash in with you. Although you are extremely unlikely to be pulled up on this.
Fifth you should have a laminated copy of your DTV.
I don't think you need a flight out booked as a DTV holder.
I think that's everything. Let's see if anyone else has something to add or correct.