There is no appeal process, but you can certainly contact the embassy where you applied to try to get some clarification.

Keep in mind that the officers are looking for 4 main things.

1. That you are the person that you say you are (proof of identity).

2. That you possess the employment that you claim to possess, or that you are applying to a legitimate/approved course (proof of legitimacy).

3. That you have the funds that you say you have (proof of funds).

4. That you can support yourself while in Thailand (proof of income or finances).

...and of course that you follwed the directions in the application.