I am sure I am not the first one to have come up with this idea but has anyone done it?

Some interesting issues here that will probably either cost you disproportionately or involve shipping. West is Myanmar/Burma - no go. North is China and the bureaucracy will cost you or stop you. Ship to India and the rest is possible, but risky in most directions.

Many people have driven all around the world passing through Europe and Thailand along the way. As pointed out, the main problem from Thailand is getting through either Burma or China. From there it is easy apart from Iran which can be dangerous, although many people do pass through without any problems.