My approach to learning Thai was three-pronged.
1. Get books. Books teach you writing and grammar, both of which don't really require anyone else, you can learn by yourself. This is also by far the best start for people beginning to learn outside of Thailand and/or with little access to Thai people.
2. Couple times a week chatted with some Thai friends smart enough to be able to teach / explain something. In my case they were Education faculty students at CMU.
3. Talk to absolutely everyone with enough time on their hands to listen, or otherwise unable to run away. Keep pen and notebook nearby to make notes of any new words or constructions, to then ask the 'proper' teachers under point 2. above.
That's about it. Main thing though is to realize that this is not a language you 'just pick up' the way you could pick up a more similar language like French. It requires a lot of study, and at least 3 months of feeling like you're getting nowhere. After that it gets easier.