I will arrive in Bangkok next week on a tourist visa. I will put the Bangkok hotel address on my landing card. 2 days later I will go to Pattaya where I will stay for 3 weeks. I will also in this time be appyling to change my visa status to non immigrant for retirement purposes. The address I will be putting on the form for this will be my permanent residence in Udon.

I am confused as to whether I need to report this all to Immigration.

You will not be able to do the change in Pattaya unless your have an address for there to put on the form.

You should apply at Chaeng Wattana immigration in Bangkok for the change using your Udon address. You could do it as soon as you arrive in Bangkok if you have the financial proof to get it. Then go back in about 15 days to get the visa and entry stamps done in your passport.