IMAP email is server based. You remotely view the messages with an email client like Thunderbird. When you delete a message you move it out of the Inbox on the server. Have you looked in the Trash folder? Most email systems move deleted messages to the Trash.

First, thank you for responding so quickly. I looked in the trash in Yahoo and it's empty. I setup and use Thunderbird for the first time yesterday. I deleted all of the folders (in Thunderbird) that came over from the synchronization with Yahoo thinking that they would still reside on Yahoo. So, the result now is that all of those folders/emails are gone. I've contacted Yahoo to see if those can be restored; hopefully they can be.

I checked my settings and I have marked the "Don't delete any messages" option. So, I'm not sure what I'm missing to prevent it from continuing to happen.

So, I'm not sure what I'm missing to prevent it from continuing to happen.

You need to understand how IMAP works. Google is your friend. Setting up your account as POP may suit your needs better.

I checked my settings and I have marked the "Don't delete any messages"

That setting is part of the message retention configuration. It doesn't mean 'Don't delete messages on the server when the user presses the Delete button'.

Thanks. I'll have to rethink how I want to use this.

It's resolved -- at least from the Yahoo end. They were able to restore my old emails. I'll probably just forgo using Thunderbird unless I uncover a better solution to get the results I need. Thanks for the help.

Unless you make the effort to learn how IMAP vs POP works you will not know what that solution might be.