For the first-time visit to Bangkok, I think this hotel is a very safe option. It is directly connected to Siam Paragon mall, easy access in a few minutes, fully sheltered. Next to Siam Paragon are a bunch of other shopping malls: Central World, Siam Discovery, ICONSIAM, etc.
The hotel staffs are extremely friendly and helpful. As we were travelling in a group of 4, the staff handling our check-in was so kind to get us the corner room with larger space, even when we didn't ask for it.
I think you will not regret it to choose Siam Kempinski hotel.