.thm and .db files are created by windows when exploring your folders, they contain thumbnails and if deleted they should be created automatically again next time you browse this same folder. So yes it's perfectly safe to delete them.
.ini are configuration files, probably created by a 3rd party tool (maybe a picture viewer or something similar), they are viewable and editable by hand, so you can just open them with notepad to see what's in them (the prgram creating them might be indicated). It's most likely safe to delete them too, they probably contain information about your pictures like metadata / tags and similar.
But I doubt you'll gain much space by deleting those, they should be very light (a few kb). A better method would be to use a better format for your pictures if possible. If your photos come from your camera or scanner, they might be saved in a lossless format, which usually take a lot of space. Check their extensions on wikipedia or google to see if I'm right.
Good formats for photos are JPEG (best compression, but loss in quality) and PNG (no loss in quality). For personal photos I would go for JPG and try various compression ratios. Don't worry too much about the loss in quality, it's barely noticeable when setup right. Even at the highest quality (100), you should notice a major size reduction from a lossless format. If all your photos are already in JPEG, then don't bother recompressing, you would definitely lose in quality.
A lot of programs exist to convert image formats, a good one is
IrfanView - Official Homepage - one of the most popular viewers worldwide, it supports a lot format and is especially good at JPEG compression. It also has batch conversion abilities which is very useful.
You should also take a look at the wikipedia entry on JPG to get an idea of its capabilities, it has samples of photos with various compression and their sizes :
JPEG - Wikipedia, the free encyclopedia