Do not get in the back of a "Tuk Tuk"; the carts that carry tourists around town.  You're likely to get overcharged.

Bangkok is not a violently unsafe place as some cities are; but at the same time, sexual harassment is a rampant and accepted part of the culture.  Pick-pockets are common, and "forcible payment" (mugging by intimidation) seem possible.  Avoid going out alone at night, particularly before you've had a chance to get a feel for the areas.