Malaria is rare but not unheard of in Thailand's southeast. Health authorities have done a great job controlling mosquitoes around the southern resorts, but you'll still need a good supply of repellent.
Be careful at the beach, as the sun is stronger than you think. Wear a hat and plenty of sunscreen. Protective clothing while diving or snorkeling is a good idea, as accidentally brushing against or stepping on coral can be painful. Keep an eye out for dangerous creatures like jellyfish, especially during the monsoon season, and sea urchins. If you are stung, seek medical attention immediately.
Strong undertows often develop during monsoon season, especially along the west coast. Pay attention to posted warnings and listen if locals tell you not to swim.
Condoms are widely available in southern Thailand; just remember that not all brands are equally reliable.