Yes there are dangerous marine creatures on any reef ecosystem but they are easily avoided by simply not touching anything.
The itching has probably been caused by 'sea lice' which you cant actually see, they are harmless but do cause skin irritation. Direct contact with coral will also cause skin irritation, there is a type called 'fire coral' which can be quite painful if touched. Again, watch your buoyancy and don't come into contact with the reef.
Jellyfish are usually found along the shore line and not on the reef so you're more likely to encounter them by swimming off the beach. These are probably the most dangerous things you'll encounter, so don't swim if you see any washed up.
I have never seen a manta or shark in the Gulf of Siam in all of my diving here, they have all been fished out. Reef sharks are pretty harmless anyway - the ones people are scared of live in cold waters!
There are a lot of cone shells which are very venomous:
Do not under any circumstances pick them up or touch them as they have a nasty spike.
That is the basic rule of thumb, keep your diving and snorkeling to a 'hands off' experience and nothing will hurt you.
