Is it a problem if I arrive on a one-way ticket ?
In theory, if you arrive and get issued with a visa on arrival then you must also have a valid ticket out of the country. In reality, as long as you look reasonably smart then this is hardly ever checked.
A bigger problem than Thai immigration is likely to be the airline. If they fly you in and you subsequently get rejected at immigration, it is down to the airline to take you back to where you came from. This responsibility means some airlines won't let you on board without a return ticket (Indonesian airline Garuda, for example, often does this), but most are more lax about checking. If the airline will take you without a return ticket you have a very good chance of getting in, as problems at Immigration in Thailand are highly unlikely.
'Open jaw' tickets (e.g. flying into Bangkok, but flying out of Singapore) should be okay, but it's worth checking with the airline first.
Entering Thailand overland from one of it's neighboring countries without a ticket out is almost certain to be okay. You're only likely to be checked if you give Immigration a reason to want to reject you e.g. dressing untidily, looking like you have no money etc…
Getting a tourist visa in advance provides exemption from the need for a return ticket, but the airlines may still require one even so.