what would be the very first thing you would do in Bangkok, Thailand?

Play chess.  One town's very like another when your head's down over your pieces, brother.

Nothing could ever compel me to visit Thailand.  I have ZERO desire to do that.  

I usually arrive in Bangkok during the late morning there. I get to my hotel by mid afternoon and unpack and freshen up maybe a shower after a 16 hour flight. If it was my first visit. I would check to see what is around the hotel. 7-11 for snacks and drinks and restaurants. Cannot always trust google for up to date pics of the area. If I was under 50 and single I might go find a good soapy massage place. Now that I am 65 y.o. I would might take a nap or grab some food.

There is a discount open air no roof market there I like. Were a area burned out. Watch what you buy there. No telling what they may have. Just above the sewing district. Last there I bought a 1/2 bolt of rough raw silk. 

When I got there, I walked around the area I was in first, to get a feel for what was there. Then I found a place to eat. The best thing I did in Thailand was to take a cooking class, to learn how to make Thai food. 

It depends are how long your flight was.  If a long flight I try to relax and get some sleep to catch up with the new time zone.  I would also have a schedule already prepared.  I would know where I was going.   i.e. visit temples, the Grand Palace, Golden Dome, Khao San Road are all in the same area of town.   If I go shopping it would not be at the big malls.  I go to China Town shop and eat.  Swim at the hotel pool.  You can make love anytime but be careful of who it is (sex wish).  Don't fall in love. she/he will lie to you to get more money from you.  Keep in mind the best-looking women in Thailand are men.  When you want to cross the road at a crosswalk don't think the car is going to stop when you walk out into the crosswalk.  It will be your last trip to Thailand.  If she breaks your heart don't jump from the highest condo.  You will hurt yourself to death over someone who does not give a damn about you.

Depends on time of arrival and decency of airline. Aeroflot feeds one well. Customs/passport control in Bangkok are not too bad. Early in the day to 3-4 pm, I'd sightsee and snack on anything interesting. 10pm, I'd find the hotel THEN hit the night markets. Early in the day, if I rested well, just find as many activities I could.

i'd have absolutely no business being there.  maybe i'd walk around in the middle of the night like this guy does for a while.  then i'd head for the airport. 

you have allowed me the cash to get the hell back where i belong, right?

this is bangkok, right?  it's not like i'd know

https://www.youtube.com/watch?v=C1LlLCsWdcg