Folders disappear if they have invalid filename characters
Thunderbird stores folders in two files. The messages are stored in a text file called a mbox file with the folders name and no file extension. It also creates a mail summary file with the folders name and a .msf file extension. If the folder name has invalid filename characters Thunderbird will let you create the folder but the next time you run Thunderbird the folder might not be visible.
The rules for valid filenames vary depending upon the operating system and file system, but in general you want to avoid any characters that may have special meaning such as wild cards or a bracket, slash, backslash, double quote or colon.
If you're try to import a folder whose name has invalid filename characters (Outlook for example doesn't store folders as seperate files so it doesn't have this limitation) using Tools -> Import -> Mail it will usually fail. Change the folder name and try again.
A filename beginning with a dot (period) is hidden under Linux. Its just an ordinary file under Windows. However, there is a bug that causes any folders beginning with a dot to disappear after restarting if you're using Windows since it was coded following the UNIX convention.
Its also possible that a folder with invalid filename characters won't disappear, but will get stored using a non-standard name. For example, using 18.104.22.168 under XP SP2 if I create a folder named ?question mark it created a mbox file named 900a6adf. If I try to export the folder using the ImportExportTools extension it silently fails. If I import that folder using the ImportExportTools extension it created a folder called 900a6adf647. The ImportExportTools extension used to be called the mboximport extension.