We arrive on Jan 22 in BKK and our plan is to go from the airport to the Don Muang Train station to catch a train to Ayutthaya.
After spending some time in Ayutthaya, Khao Yai and Lop Buri, we plan to take a night train to CM from Lop Buri on Jan 26.
Is it possible to buy our first class tickets on the Don Muang Train station the 22nd?
Are you arriving at Don Muang Airport or at Suvarnabhumi and taking a taxi or bus to Don Muang? Also, what time are you arriving in Bangkok?
As far as I know, you should be able to buy a ticket anywhere on the State Railway of Thailand system at any of their train stations, since the network is completely computerized now. Because of that, you should be able to get the Lop Buri to Chiang Mai ticket at the Don Muang train station. But the overnight sleeper trains, particularly the ones to Chiang Mai, tend to fill up in advance, so there may not be any first class sleeper compartments still available for Jan 26 when you arrive on the 22nd.
In other words, no problem buying a ticket from Don Muang to Ayutthaya, but I would try to make an advance reservation for the overnight sleeper car from Lop Buri to Chiang Mai. Several Thai travel agent websites will mail the ticket to you in your home country, for a fee of course. Since you won't be going into Bangkok to pick up the ticket, that seems like your best option to me. I think you still have time for a travel agent to mail the ticket to you.
I had good luck using this company Charlie Connection Travel and Tour at http://www.travelconnecxion.com/ but there are others too listed at the end of this article:
We arrive at Suvarnabhumi at 13:10, take the shuttlebus to the Transportation Center and with public bus 554 to Don Muang. We'll take the 15:19 or 16:09 train to Ayutthaya.
I thought about buying a ticket at an agent, but only if it's not possible to buy at the trainstation. But after your answer I just buy them now.
We travelled last year from CM to BKK on the nighttrain second class sleeper, it was a great adventure! But my husband couldn't sleep because of the heat, the smell and the noise. He didn't want to go on the nighttrain once again, untill I promissed him a first class sleeper!
the first-class compartments are a real treat. i've taken them several times and love them. you'll get heaps of extra space for luggage and stretching out, two full-sized sleeping berths, a door that locks, a small sink for washing up (not drinking!), lights you can turn off when you are ready to sleep, and even adjustable A/C vents so you don't have to freeze at night. it is a great bargain too, particularly when compared to what you'd pay elsewhere. good call. enjoy your trip!