Where are you coming from? Are you talking about a non visa exemption stamp for 30 days all depending on your nationality. You can do a boarder bounce in a day & pay for a 30 day extension once your in Thailand.
I did it recently at the Malaysian border. Hat Yai. to Pedang Besar.
Hello! I’m Australian… I bought an airplane ticket just before my 30 day stamp expired, & had it refunded to me after I cancelled it hours before the flight. Bought a ticket to Malaysia on Hopper)
However I was not asked at the airport on arrival for proof of exit.
But it’s a good idea to cover yourself as it is an entry requirement.