Can a thai person just turn up at border to get visa free entry to Laos or they need to apply in advance?

No visa required.

If  they have a Thai passport they get a free 30 day visa exempt entry.

Without a passport they can apply for a 3 day border pass for about 50 baht at an office before going through Thai immigration.

thanks guys

Not sure if things have changed recently, but in the past my wife used to have to get her border pass to cross at Nong Khai from an office about 2 miles away from the bridge, But we haven't crossed for about 3 years. So if needing the border pass, check WHERE you have to get it.

I went not long ago with my wife and her 2 nieces. One of the girls did not have a passport so my wife and the other girl did not bother with their passports. All three went to immigration and then the next day we caught the bus from Nong Khai  to Vientiane. When we got to the border they had to join a massive queue with this piece of paper from immigration and from there they had to join another queue to pay for the pass before joining the queue to leave Thailand. 

I had gone through without a problem and was waiting at the barrier on the other side. The woman from the public bus was getting hot under the collar, she could speak English and said the bus was going to leave. I spotted my wife in the queue and pointed her out to the woman. The woman grabbed my arm and took me back through to the Thai side shouting something at immigration. She asked me to identify the 3 they were waiting on and then took us all through a side gate where the guy just waved us all through and we got back on the bus.

After all that the bus did not move, after about 10 minutes an IO came onboard and took a Thai off the bus.

Yes, a Thai can turn up at the border and enter Laos but it is an awful lot easier with a passport.