Stop Thunderbird from starting automatically
Some applications make SimpleMAPI calls to check for new messages. This will start the default email client, if its not already running. If the application was automatically started by Windows and Thunderbird was configured as the default email client Thunderbird would automatically launch when Windows boots.
You can prevent this by configuring Thunderbird not to be the default mail client. If you can identify what software is checking for new mail on startup you could also try disabling that feature. Google's Picasa software, some BIOS's, a helper application associated with the IBM Rapid Access III Keyboard, and a Active Desktop theme for a IBM Thinkpad have been known to do this.
If that doesn't help you need to figure out what application started it.
1. Install Process Explorer.
2. Run process explorer.
3. Find Thunderbird in its list of processes.
4. Is the entry slightly indented, underneath explorer.exe (Windows Explorer) or does it have a different parent?
5. Right click on the Thunderbird entry and select properties
6. Look for "command line:" in the Image tab. That will tell you the command line used to launch it. Normally it looks something like "C:\Program Files\Thunderbird\thunderbird.exe"
7. To the left of the Verify button it has a field that identifies that parent process, and its process id (PID). Exit the properties pane and look in the PID column to see what application started it.
If you're using Linux try using a interactive process viewer such as such as htop.