Hey, Minu. Welcome to the forum!
It is SUPER HOT in Bangkok at the moment, although May- August should be a little cooler. Still, this is a good question.
Of course, you have to make sure you drink lots of water, but it's a good idea to put electrolyte powder in it to help with rehydration, because you will be sweating a lot. You can buy little electrolyte packets in the 7/11 for around 7 baht each, they generally look something like this:
At our gym, we have a fruit vendor who comes at the end of training every day and I always make sure to grab a coconut from him. Coconut water is full of good stuff and is actually more efficient at replacing body fluids than H20, so they say! Also, coconuts are delicious, so I recommend those.
It's really important to remember not only to keep yourself hydrated during training, but before and after. Admittedly, I struggle with this. In the gym, I'm chugging water all the time, but as soon as I go back to my room or to work, I forget and then end up with a headache a few hours later (this actually happens to me more often that I'd like to admit, because I'm silly). Your required water intake is likely to shoot up and it sometimes feels weird having to be reminding yourself to drink all the time, but personally, I pay for it if I don't. I've actually taken to using infused water as a way of making myself drink more often. I put stuff like lime, ginger, mint and cucumber in my water bottle to make it more interesting, then I'm far less likely to forget.
You will feel your performance suffering as a result of the humidity when you first arrive. That's normal, so don't worry about that. It's fine to ease yourself into it for that reason and not go crazy on the first couple of days.
Do you know which gym(s) you're planning on going to?