Orientation
There are two downtown areas in Lopburi: New Town and Old Town. Most of the important sites, plus the train station, are in the Old Town; buses arrive and depart from the New Town.
Monkeys
Lopburi is famous for the hundreds of crab-eating macaques that overrun the Old Town, especially in the area around Phra Prang Sam Yot and Phra Kaan Shrine, and there's even a monkey temple/amusement park where you can buy snacks to feed to them.
Keep an eye out for monkeys hanging from trees and wires and sitting on roofs and ledges, and be aware that they have some unpleasant bad habits including pooping on unsuspecting pedestrians from their overhead perches, jumping on people to snatch food, and stealing bags that they suspect may contain something edible.
Understand
Lopburi is very laid back, and its convenient location less than 3 hours from Bangkok makes it a good place to escape the stress and pollution of the capital.
Dogs
At night nothing much is going on in the Old Town, thus the street dogs consider everybody running around after midnight very suspicious. While most of them will just look at you, some might bark, run behind you, and jump at you. While common at night, it is very rare during the day.
History
Lopburi is one of the oldest cities in Thailand, a former capital and the second capital after Ayutthaya was established in 1350. It was abandoned after King Narai passed away in 1688, but parts were restored in 1856 by King Mongkut King Rama IV and in 1864 it was made the summer capital.
Lopburi has been an important part of the Khmer Empire, later a part of Ayutthaya kingdom, and Ayutthaya's second capital under the reign of King Narai, the great, who used to spend eight months of a year in Lopburi. Later on King Mongkut of the Bangkokian Chakri Dynasty used to reside here. Thus the remains of almost all periods of Thai history can be found here.