When travelling, it's generally smart to pack in preparation for rain or any other conditions that may arise. The rainfall in Bangkok Intl is roughly similar to Bhubaneswar. You can assume this to be the case over the next 3 days.
We forecast the temperature to be around the 38 °Cs in May, on average. The temperature in Bhubaneswar is generally hotter than in Bangkok Intl. Book flights in a timely manner in correlation to your departure date.