Bangkok is a world city which means apart from exquisite Thai food, the city also offers cuisines from around the world. Thai food is not as spicy as South Asian food but it may still be too much for a western palate. 
Some popular Thai foods are Tom Yam Goong (the unofficial national food of Thailand), Pad Thai (noodles with onion, sprouts, bean and ground peanuts), Som Tam (made from shredded papaya, rice and barbequed chicken) and more. Do visit some of the famous local restaurants such as Lung Yai, Hong Teong Long, Baan Som Tam and Chennai Kitchen.
Thailand is also famous for its street food. There are plenty of street food stalls in Bangkok, especially in the busy areas. Some of them are open even at night. If you don’t know what a certain food is, look at the ingredients and the way it is prepared. That should give you some idea. Thai noodle stalls are especially good. There are actually several kinds of noodles, so do take note what you order.