How do I print a list of the messages in a folder?

While this is a common request, Thunderbird does not provide this functionality. However, the Import/Export add-on for Thunderbird can be downloaded here. It provides a right-click context menu that will "export" a folder. The list can be exported in either HTML or CSV format.

If you export in HTML format, an HTML file is created in the location you specify. You can open it in a browser. Choose the CSV format if you want to edit the file. The resulting file can be opened with a spreadsheet program like Microsoft Excel or OpenOffice Calc.