Yes that's true, I hear this advice a lot, but you do need to show a ticket to Thailand when applying for a visa in your home country don't you. A throw away ticket would be something expensive, then you will have to buy your ticket to let's say Malaysia. The all thing would cost a fortune if you buy a refundable ticket. Unless you enter visa exempt (by land crossing for example) or apply for a visa in a neighboring country. At this point, better to chose another country to spend your time and money.