I recently wrote and taught a class on Thunderbird and Firefox for the first time. I tell ya, I like it. It's a nice little program. Not overblow; I'm not one for the big Outlook-style programs that tell you when you need to blow your nose and offer to schedule it for you (and also, Thunderbird doesn't have scheduling features).
At any rate, I thought I'd post an excerpt of some of the instructions I wrote for the class. These are not exercises per se since with email it's harder to control, and less necessary to control, the files and environment in which one uses the program. If you're looking for a nice little email program for Windows or Linux, give Thunderbird a whirl.
Click here for an excerpt of my Thunderbird instructions including setting up accounts.