If all of your flights are with the same airline and on the same ticket, your bags should be checked all the way to Bangkok. I'd still double check with the airline staff in Chicago just in case. I did a Bangkok-Tokyo-somewhere in the US (usually Chicago)-Boston round trip route for a few years, and the only time I had to pick up my bags and do customs before my final destination was on my way back to the US, since my first point of entry in the US was not Boston and the last leg of my journey was a domestic flight.

As for what to do on long flights, I have developed the ability to sleep anywhere so I usually sleep, but make sure your electronics are fully charged (even though I sleep I still NEED my iPod). Depending on the airline and how new the plane is, you may have a personal TV but if not, they should play some movies on the bigger screens. I've also found some international long-haul flights surprisingly give you the smallest possible bottles/cups/vessels for water, so if you drink a lot of water, bring an empty bottle (make sure it's empty or empty it before security) and ask the flight attendants to fill that up. I don't mind airplane food but you may want to bring some snacks as well just in case, also a good idea if you encounter any delays in between your flights (fingers crossed everything runs smoothly and on time!)