The red shirts, many of them supporters of former Prime Minister Thaksin Shinawatra, say the current government is illegitimate and they want new elections.
A few thousand protesters rallied outside of the headquarters of the Thai military unit in charge of national security.
Weng Tojirakarn is one of the protest leaders. He says they expect the government to respond to their calls to dissolve parliament.
"The government can't stand still, don't give an answer to the one million people who come out from home. Not just only one million people because every people when [they] come out they have their relative, they have their family, they have their friend," he said. "For one man come that mean about 20 men left behind."
The red shirts plan to hold their biggest event Sunday in Bangkok - what they are calling a "million man march".
But Thai authorities expect far fewer demonstrators. Still, they have raised concerns that the protests may turn violent.
The government has deployed more than 30,000 security personnel to Bangkok.
Panitan Wattanayagorn, a government spokesman, says officials hope the protests are peaceful.
"We will try our best. Of course none of us knows the future. But we are quite certain with the measures that we put in place we should be able to manage the security, peace and safety of all people living in Thailand including foreigners and the tourists," he said. "In the end the demonstrators, the officers, local community leaders and the Thai people they all want peace."
Former Prime Minister Thaksin Shinawatra was ousted in a 2006 coup and is in self-imposed exile to avoid corruption charges.
A government friendly to Thaksin was forced out in 2008 by yellow-clad protesters who besieged government offices and the Bangkok airport. Those protests led to the installation of the current government.
Prime Minister Abhisit Vejjajiva on Friday said he would not bow to pressure but would call for elections when the time is right.