Hiya, I agree with all of Aopaq's tips ^^^
I'be been in Bangkok twice on my own, and as long as you have your wits about you, it's grand

It's quite a long bus journey to Koh Pha Ngan if that's the first thing you're going to do. You might want to check the price of internal flights from Bangkok to Koh Samui (try Air Asia) as it's only a boat ride to Koh Pha Ngan from there...