Mosquito sprays! you can get them here too, just make sure you keep one with you. The all natural ones are good for you and the environment, so look for those as you will need to live with them literally
Face mask! Pollution gets really bad during burning season (feb-mid apr), also on main streets with all the cars and scooters, a lot of them use diesel. Protect your lungs!
Socket converters for Europeans, the plugs here are same for North Americans
Take some Thai cash with you, if you plan on taking taxi from the airport, or if you require a Thai visa on arrival, they only take cash
Diareah pills for obvious reasons
If you are visiting Chiang Mai during rainy season, which is Jun-Sep, make sure you don’t leave the house without an umbrella, it rains almost everyday for an hr or so HARD. If you are sensitive to the sun, bring one that blocks UVA/UVB
Thin long sleeve shirts and pants may come in handy in protecting you from the sun and mosquitos from the heat
Sunscreen is a no brainer, the sun is penetrating and strong