I cannot repeat what you claim. Pressing lower case j marks as junk. Pressing upper case J clears the junk status of an already junk marked message and does nothing to a message that has not been marked.

FYI: Firefox is an Internet browser and has nothing to do with the email client Thunderbird.

I'm sorry I mean Thunderbird! I understand what you are saying ie that to 'unjunk' an email you press uppercase J but I understood from the instructions that to teach the junk system you need to mark a number of emails as not junk. I've just re-read the instructions which state- "Secondly, very important, you will want to constantly train the filter by marking a quantity of GOOD messages as not junk, for example messages in your Inbox. You must use the keyboard upper case J, because there is no button" Well doing that just puts the 'good' email in the junk folder.

Marking a good message in my Inbox as not junk does nothing. No move. No new icon. No nothing. Start Thunderbird in safe mode by holding the shift key when launching Thunderbird. Any different?

In safe mode shift J does nothing. What should it do?

This would indicate you have an add on or non default theme causing the issue. Restart as normal. Still work OK? If not disable your add ons one at a time to see which one is misbehaving or needing an upgrade.

OK. Shift J now doesn't send email to junk like it did before.

The setup instructions tell you to mark emails that aren't junk in this way so it can learn.

The instructions don't say if there is any notification that you have marked an email as not junk. Should there be any?

Apparently not. I have never bothered to mark as Not Junk.

I do not even use the j key. There is a Junk column that has the Junk flame icon for a header and radio buttons in the column. I click those buttons to mark and unmark junk. I still do not mark messages as Not Junk if not already marked as Junk.