I find this useful as I’m getting used to Gmail threaded view
Users of Mozilla Thunderbird, may have noticed that if you are viewing messages in threaded view, clicking on a column name (other than the thread column) will turn off threaded view.
What if you want to keep threaded view on? Go to Tools–>Options–>Advanced–>General, and click on “Config Editor“. In the Config Editor, search for the preference mailnews.thread_pane_column_unthreads. Double-click on it, which should change the value to false.
From : http://ilias.ca/blog/2007/04/keeping-threaded-view-in-thunderbird/