Thailand's early history is somewhat mysterious, however this much is clear: The land we call Thailand was not inhabited by ethnic Thais in CE 1. The ancestral homeland of the Thais the kingdom of Nanchao in Yunnan, Southern China. The Thais were one of the non-Chinese nationalities persuaded to migrate south by the expansion of Chinese authority. So who was in Thailand? The northern hill country was occupied by Laos and people of Burmese extraction. The "negrito" aborigines of central Thailand physically resembled people from eastern Indonesia and New Guinea.
650: The Chinese conquer Yunnan and the Nanchao Kingdom, making it a tributary. At this point, ethnic Thais began moving south into modern Thailand. If your ancestors were ethnic Thais in Thailand in CE 1000, their ancestors would also have lived in Yunnan in CE 1.
Since then, there has been no mass migration, and Thailand was never colonized by a Western power. Nevertheless, Thailand has been in political and cultural contact with Cambodia, Burma, Sumatra, and India. If your family is from a border region, you may have genes from these countries. Unlike most of Southeast Asia, there has been no European colonization of Thailand, and little opportunity for the admixture of European genes.