Last time I flew into Thailand (couple of weeks ago), they pulled me aside and yelled at me about using a tourist visa, for 10 years. They let me in, it wasn't a big deal, but they are starting to pretend to be more serious.
It was my understanding you would have to leave and come back to activate your visa. I have been in a similar situation, where I apply for and get my next visa before I leave Thailand.
You can do a quick border bounce, find a an agent, book passage to the nearest land border, go have lunch, come back (with the correct paperwork), you're done.
You don't have to use a land border, I just find it's easier where I live (Pattaya) to bounce at the border then grab a flight.