Bangkok is safe as far as I'm concerned, far safer going out at night there, then where I live in the UK. (Out skirts of London).
But others said you have to keep your wits about you.
Although around 3 years ago (Sep 2014), I did get an unpleasant shock when 2 men approached me saying they were 'Thai Police' and wanted me to hand over my passport. These men looked Arab (They did not look Thai) and tried to intimidate me, I stood firm so the scum gave up and took off.
Bottom line of the story - Never oblige in conversation with ANYONE who wants to talk to you on the street.