Thailand is amazing. In Bangkok, you'll find a mix of both the modern and ancient culture. There are several malls and weekend/night markets for shopping and if you are looking to look at the architecture, you can visit the Grand Palace and other temples nearby. They're stunning. Oh, and of course, there is the night river cruise, one of the most beautiful experiences I've had. There is a cruise with Indian Cuisine too!
Personally, for me food is the key to explore the culture of a country. If you're travelling to Bangkok, it has a lot of street food options, be experimental and try different kind of Thai food. Another good way to explore it during the festive season. Songkran is a big Thai festival and you can immerse yourself in the culture of the place.