I am Canadian leaving from Delhi and going to BKK with an onward ticket in 3 months. Is it necessary to get my tourist Visa in Delhi? or preferably, will I get automatic 30 days upon arrival in BKK? Is it the checkin counter in Delhi that would ask for proof of flight out within 30 days? If so, would a train ticket to Nong Khai be sufficient? or would the train ticket have to show going to Laos?

Airline can not verify a train ticket so expect they will require an onward flight.

Airline can not verify a train ticket so expect they will require an onward flight.

Assuming that the rules are the same for US and Canadian citizens consider buying a refundable ticket out of Thailand and taking the refund when you are in Thailand.

I suggest you get a 60 day visa in Delhi and then a 30 day extension while in Thailand.

If he obtains a visa a ticket out is not required by airline (although Consulate may require to issue visa - but is this case he already has a ticket out).