It's incredibly difficult
I'm going through the same ordeal of learning at least some Thai.
It is an incredibly hard task. I think that never in my life I have approached anything so difficult. Whoever tells you otherwise is lying.
My recommendation, if you are not prepared for an endless series of frustrations and likely ultimate failure, don't start it. The obstacles are deeply embedded in the nature of the language (that just to be clear from the beginning, is infinitely inferior in effectiveness to any indo-european language). And the way that is actually spoken.
In no particular order:
The five basic vowel tones. Anybody can understand and discern what a low or falling tone is. Problem is that is in reality, Thais mark the intonation with the less possible intensity, of course they will be understand anyway. I have recorded my Isaan squeeze uttering the five tones of the "maa" word, then had her listen to it. She had to admit that they mostly sounded the same. She blamed the fact she is Isaan. Now guess who do we most often spend time with?
Again on the Isaan people or girls, as somebody has pointed out, they are the worst teachers ever. Thai teacher are bad enough, Isaan people are totally useless. Even when talking to you, they will throw in Isaan sentences or words all the time (It makes a better conversation to their ears), and fail to tell you what is what. They would speak Isaan to each other, and you will not be able to practice word recognition, let alone understanding. That is one reason why they are looked down by other Thai. As soon they open mouth they reveal their origin, and never try to speak properly. Of course the opposite is also true, Isaan also are suspicious of Thai, and not interested in learning proper Thai ever. They only know enough to get away with the elementary school and that's it.
Back on the tones and you. When talking, if you accentuate the intonation, not only it will sound awkward but you will distort the pitch so much that you will not be understood - unless you're a professional signer perhaps. So, you will try to speak softly like them, just to meet yet another failure. There is a fine line that only a native speaker can master, unless you have it as natural talent, just give up with some words and intonations, as you will always sound ridiculous like when they say "call polip" or "Bruy beer". Thanks Buddha there is many useful words with plain tonality, you will want to use these most of the time.
Just to give you an idea, on the TV soap some days ago, a Western woman character was introduced. She was an upper-class, long-time resident of Thailand, to my ears her Thai had no western accent whatsoever and sounded exactly like the TV news. Well, they put captioning on screen when she was speaking! They have very little mental flexibility to understand others that do not speak they way they do, and are very quickl label one as "not very clear", at which point they pretty much give up trying, and ask you to use English instead. Call this motivating!
By the way, in my native European language we have something similar to intonations, we call them tonic accents. So two words can be written the same (expect for the accent), but pronounced differently. Just to be clear, being able to use these, will not help. Also let's say you speak some Spanish and are able to imitate the different way it's spoken for example, in Spain, Mexico, Colombia, and Argentina. That ability will not help a single bit. Spanish is a melodic, fully uttered language possessing a lovely cadence in each geographical variation. Thai is a sequence of short groans, moans.
Now for their "wonderfully simple" vocabulary. Most common words are extremely short, in practice monosyllabic. Now, I do not have scientific evidence to support my opinion, but I think that makes them even more difficult to remember, as there is no interesting sounds to grab to, for a mnemonic approach. But, I remember easily many Arabic or even Japanese words, that are nicely built on two or three contrasting, fully uttered syllables.
Now for the learning methods. Pimsleur is frankly ridiculous. I had great hopes until I discovered that after the first lesson, they introduce only 2 or so new words in each following one. At the 5th lesson they are still very politely asking each other which country they're from and if they speak Thai or not? WTF.
I know a guy that incensed Pimsleur, he also took many classes on his ED Visa, he boasts to be able to imitate the Thai intonation. We used to go out, I would hear him starting a conversation the right way, at that point invariably the Thai person replied something outside his knowledge that he could not respond to, and was soon relegated to the big smiles and gesturing. Also he received pretty much the same amount of "What?" as I do. He would avoid telephone conversation and had to use the smartphone translator all the time.
So we have the method with no writing, and the ones with writing that in theory should help you memorizing the sounds of each letter, words and phrases ultimately. True until you give a close look to the Thai script, with its inane amount of consonants, absurd vowel positioning rules, and the self-similar glyphs. It takes months if not years of effort to discern letters apart, associate a (variable) sound to them, then forming words. Forming is the appropriate term, as they use no spaces (not asking for dots, that would be too much). So it's up to you to figure it out. No wonder I see how Isaan or even Thai people to take 30 or 50 seconds to read one single line sentence on a public sign.
Simply put, the written form was not designed to be universally used, it had instead a religious, political and legal use. Then when they moved into modernity, instead of doing like the Viets done (under French guidance) by adapting the Latin script, they stuck to it, with the great results we're talking about here. If you really want to get close to it.be warned, it will simply bring even more frustration so if you can memorize, just avoid it.
Summarizing. I have the "Thai for beginners" book mentioned below, and will go slowly and painfully through it. I know already that starting each new lesson I have forgotten 80% of the previous one, but something is already better than nothing. I take it more as exercise in perseverance than else. Fortunately there are great dictionaries on the internet with recorded words. After two months here, I start recognizing some words, but only the easy ones with a distinct , almost Western sound. All there rest is, and I'm afraid will remain, a blurred, self-repetitive sequence of moans and groans. Exactly like some of the best moments in sex.
