If you want to learn the letter names for Thai, then you can either do that before really focusing in on what each letter does in the context of a word, or you can focus on what each letter does, and then once you’re done, you can add in letter names. All the way through, you’ll want to be adding in minimal pairs for Thai so you can actually hear the new sounds. We suspect the first order might be a little more comfortable, but both are totally valid.