After talking with some of our family, we realized that not everyone is aware of the Thai custom of removing your shoes before you enter some places. This is always true for temples and people's homes. For Greg and I, this is also true at work.
Above are two pictures from my school. The top one is children entering the building and if you look closely most of the have their shoes off already. We have cubbies inside where they keep them. Anytime we go outside we put them on, if we're going inside we take them off. The Croc Company must have their top sales in Thailand because nearly every child owns a pair!
The second picture is outside of the school office after school. Every entrance has a cute snail by it too for you to put your shoes (although most people only use it if they store shoes at school).
While I'm not sure the exact reason for removing shoes, it is a custom that we follow. Here is a website with some other general Thai Culture facts.