My first bank account was with SCB. I did enter Thailand on an O-A visa. But to do the first annual extension I of course needed a Thai bank account. I live in a smaller town with very few farang. When I went in to open the account they asked me for a work permit. I told them on my visa I am not allowed to work but I am required to have a bank account for it. They still didn't want to open it. Eventually I got them to call the main office and after they talked to them they opened the account for me.
Immigration should have some letter for you to give to the bank stating you need to open an account.