By default any mail that Thunderbird thinks is junk gets a junk icon placed beside it and it goes into your Inbox. You can set up a Junk folder but since you seem to know nothing about Junk I doubt that you have setup junk controls and modified the default The more likely possibility is your providers spam filter is catching the messages and they are going into the Spam folder on your providers server. You need to log into your account at your providers web mail page and check the spam folder there.