Import from Outlook Express
From MozillaZine Knowledge Base
There are two simple ways to migrate from Outlook Express to Thunderbird:
You used to be able to import from Outlook similarly though many times there are less problems if you import the messages from Outlook into Outlook Express, and then import them from Outlook Express into Thunderbird. Importing from Outlook and Eudora in the built-in import wizard was disabled in version 38 as they broke. You can work around this by using an older version of Thunderbird. Version 17.09 is probably your best bet as version 24.* and 31.* sometimes crash when importing. See Go back to an old version of Thunderbird for links to those setup programs.
Another solution would be to sign up for a free IMAP account (such as Gmail), add the account to both Outlook and Thunderbird, and then use the IMAP account as a intermediary to transfer your mail (without importing or forwarding it). This works because IMAP supports remote folders (on the mail server) that you can access just like they're local folders. Its sort of like copying a file between two PC's by copying it from the hard disk to a file share that both PC's use, and then copying it from the file share to the second PC's hard disk, except that you're copying messages. See Migrating messages using a mail server for more information.
Importing more than one Outlook Express identity
The above procedures should work fine if you have only one identity in Outlook Express. However, if you have more than one identity (home, work, school, etc.), Thunderbird will only import the information from the identity set as default in Outlook Express. To import the information from other identities:
Note: When changing your identity, under "Manage Identities", make sure the Identity you want to import is selected in the two options: Under "Use this Identity when starting a program" and under "Use this identity when a program cannot ask you to choose an identity"
If you are running Windows 7 you may not be able to install Outlook Express. If you wanted to install Outlook Express to work around problems migrating messages from Outlook you could install either the Windows Live email client (easiest) or the Windows Mail email client and use the ImportExportTools extension to import the .EML files. Both store messages using .EML files and support dragging and dropping messages to Windows Explorer as .EML files.