Which list are you talking about? The Address Book can be sorted by column just as you sort messages in Thunderbird's main window. Click on "name" at the top of the column to sort by name. Click again to reverse the sort order. There are further sorting options in the menu, plus options for the display of names, such as "John Doe" or "Doe, John". If you mean Mailing Lists, then if you view one by selecting it in the Address Book, its contents appear in the right hand pane where you can sort them. Sadly, the Mailing List editor doesn't let you change the display order.