In order to sound like a native Thai speaker, learners of the language must do many things. One of these things involves mastering unreleased final stop sounds.
In English, stop sounds in a coda position are often released. These sounds include /p/, /t/, and /k/. Speakers, producing words ending in these sounds, let out a small puff of air as the constriction of each sound is released (not to be confused with aspiration). These sounds can be found in words such as "nip", "lit", and "kick" respectively.
In Thai, on the other hand, the final stop sounds /p/, /t/, and /k/ (and also the glottal stop) are rarely let out. In particular, the constriction creating each sound is often unreleased. Therefore, when producing words ending in these sounds, learners of Thai must not let that small puff of air out.
Watch the video that I made a while back to hear some examples: