Unless you have a motorcycle license and insurance that covers it, avoid it. Taxis and Grab are cheap enough that the risk of an accident isn't worth it.

Should I exchange cash at the airport?

Only exchange a small amount for immediate taxi fare. You will get much better rates at local bank ATMs in the city using a debit card with no foreign transaction fees.

Planning Your First Trip to Thailand

Focus your first trip on the 'Golden Triangle' route: Bangkok, Chiang Mai, and one island group. Dedicate 14 days to ensure you aren't rushing, and fly between major regions to save precious travel time.

Select your route. For a first visit, stick to the classics. Start with 3 days in Bangkok for culture, 4 days in Chiang Mai for mountains and temples, and 7 days in the South (choose either the Andaman Coast/Krabi or the Gulf Coast/Koh Samui) for beaches.
Book regional flights. Do not take the train for long distances unless you have extra time. Use AirAsia or Nok Air to fly between Bangkok and Chiang Mai, or Bangkok and the islands. Book these at least 3 weeks in advance for prices under $60.
Secure your accommodation. Book your first two nights in Bangkok before you arrive. Use sites like Agoda, which often has better inventory for Thailand than Booking.com.
Get your transport sorted. Download the Grab app immediately. It is the Southeast Asian version of Uber and prevents you from having to negotiate prices with taxi drivers who refuse to turn on their meters.

Do I need a scooter?: Unless you have a motorcycle license and insurance that covers it, avoid it. Taxis and Grab are cheap enough that the risk of an accident isn't worth it.
Should I exchange cash at the airport?: Only exchange a small amount for immediate taxi fare. You will get much better rates at local bank ATMs in the city using a debit card with no foreign transaction fees.