Question Words
Thai question words sit where the answer would sit, so the sentence keeps its normal shape.
The question word stays in place
English moves its question words to the front: 'you are going where' becomes 'where are you going'. Thai does no moving at all. The question word takes the slot the answer would take, and the rest of the sentence stands still. pai talat means 'go to the market'. pai nai means 'go where'. Same shape, and the answer slots straight back into the same position. This is the single most efficient thing to learn about Thai questions, because it means you can build any question from a sentence you can already say.
The core six
arai (อะไร) what. nai (ไหน) where or which. khrai (ใคร) who. muea rai (เมื่อไหร่) when. thammai (ทำไม) why. yang ngai (ยังไง) how. A seventh is thao rai (เท่าไหร่), how much, which you will use more than most of the others put together. Note that nai does double duty: on its own it is where, and after a classifier it is which. an nai is which one, ran nai is which shop.
Why and how
thammai (ทำไม) normally comes at the front, which makes it the one exception to the stay-in-place rule. thammai mai pai is 'why are you not going?'. yang ngai (ยังไง) means how, and goes at the end: pai yang ngai, 'how do you go?'. Its more formal spelling is yang rai (อย่างไร), which you will meet in writing and in announcements. Both take a plain answer with no special structure. Why questions are answered with phro wa (เพราะว่า), because.
When, and telling the time
muea rai (เมื่อไหร่) is when, and it can sit at either end of the sentence. ja pai muea rai and muea rai ja pai both work for 'when will you go?'. For clock time the question is kii mong (กี่โมง), literally how many o'clock. kii (กี่) by itself is 'how many' and takes a classifier after it, exactly like a number: kii khon, how many people; kii wan, how many days. That gives you a neat pair: thao rai for how much money or how much of something uncountable, kii plus classifier for how many countable things.
The questions of an ordinary day
These cover getting around, ordering, and finding out what things cost. Every one of them keeps its question word exactly where the answer will go.
Fronting the question word
Saying nai khun pai for 'where are you going' is the classic English-shaped mistake. Thai keeps the word where the answer belongs, at the end of that sentence. The exception is thammai, which really does go first. Learn it as the odd one out rather than as the model.
Adding mai to a question that already has a question word
mai makes a yes/no question. A sentence with arai or nai in it is already a question, and adding mai on top confuses both of them. One question marker per sentence. If a question word is present, no mai. If you want a yes/no answer, use mai and leave the question words out.
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