Depends where you are. There's a music store in Surin that sells them. I'm pretty sure the night markets in Chiang Mai sell some. If you just want that small whistle/flute type instrument you can pick that up at any national park or tourist trap.

From my very limited experience instruments can vary from province to province too. I know the small guitars (I call them suengs, my wife calls them something else because I bought mine in Chiang Mai and they're a bit different to what I can buy here in Surin, where she is from).

As far as lessons, I've only found thai teachers in small villages that can teach. And it's not every village. Most schools do have music teachers but a lot of them are awful. I didn't get one job at a school teaching music once because I referred to the notes as A, B, C, D etc instead of doh ray mee...I couldn't be bothered arguing the point..

Anyway, I digress..if you want lessons from a thai you will probably need to either know the language, or take someone with you that knows the language.

The other option I guess is one of the hundreds of music schools/academies that are dotted around Thailand. I haven't checked them out really.