Open whatever client you are using and export your emails and address
book. Then in Thunderbird import them and they will be there for you.

If you are not using a client but rather web mail from your provider you
will find an export function someplace in the user area.

Having done this a while ago, I can say that it is reasonably simple, but...

First, a disclaimer - like I said, it's been a while and my memories of
where things are and what they are called on Windows are hazy at best

If you go to the account settings (this is under the Edit menu in
Ubuntu, I believe it is under Tools in Windows, but don't know for
certain) then under Local Folders or the Server Settings for each
account, you should see an entry saying Local Directory. Part of that
directory listing should be a seemingly random 8 character string (on my
machine it is scwb3hpt.default). Make a note of this. All you should
need to do to transfer this over to Ubuntu is

* Run TB under Ubuntu to create a similarly named folder in ~/.thunderbird

* Copy (NOT move, just in case :-) ) the contents of the Windows
directory into the Ubuntu directory - don't worry that the two names are
different, it shouldn't matter.

(You _could_ just copy the directory itself over, but this would require
some twiddling with config files and gets a little messier.)

* Run TB in Ubuntu again and you should not only have your emails and
email settings across, but also have anything else you may have set up,
such as directory structures, filters, add-ons etc.

Yes, it seemed that it should be easy. I found a description of backing
up and moving the Thunderbird profile on the Thunderbird Knowledge base
website. I was able to do what I wanted by copying the directory from
the Windows partition to a directory in my home directory on Ubuntu and
then to alter the profile.ini file to address the new profile.

Everything works fine.

Thanks to those who replied for helping me remove another Windows
dependency.

Glad you got it working,I have had success running Quicken in Wine
(although I have a couple of quirky print issues).

I found that running Windows in VirtualBox lets me run all 4 Windows
programs that I rely on (of which Quicken Deluxe 2011 is one). Since it
seems to run seamlessly inside Ubuntu, I like this as my solution. Now
Windows 7 will probably only be used for games :-) .

If I could find real good equivalents among Linux applications, then I
wouldn't even be using these, but it seems that Intuit is adverse to
porting their best-selling applications to *ix, so until they do, or a
real equivalent comes along, I still need Windows (regrettably).

Export them to a memory pen and import them to Thunderbird on Ubuntu.

There is an import/export option in Address Book/Tools menu.

Exactly! Copying folders can cause trouble moving from version to version, but
export/import should look after any file format changes.

And don't forget to export/import browser favorites...