This is actually a GOOD thing. While Thunderbird is significantly safer than Outlook/Outlook Express, that's no excuse to get sloppy with safe computing habits. Which includes NEVER clicking on a link in an email.
Doesn't matter who the email appears to be from, how legit it seems, NEVER click on links in emails.
You want to COPY AND PASTE the link into your web browser, and then inspect the result to make sure it matches up with what you saw in your email client. If there's any kind of discrepancy, DO NOT VISIT THAT SITE!
Even after it's passed that cursory inspection, be cautious. I don't care if the link was from your best friend, and they tell you they're sending a link to some site. You never trust it.
I'm using XP and Thunderbird for email. When I click on a link in my received emails it won't go to the link, any link. I tried it in IE and same result. I reinstalled XP and still nothing. Suggestions?