I share the exact profile I already had with WinXP before installing Ubuntu as a dual boot.
On Ubuntu, Thunderbird stores your profile.ini file in .thunderbird under Home (show hidden files enabled in nautilus to find it).
On WinXP, Thunderbird normally stores your profile.ini in c:\Documents and Settings\username\Application Data\Thunderbird\Profiles (Different versions of Windows store this folder in different places)
Before you start, make a complete copy of your profile folder, subfolders and their files in Windows as a backup.
To share your existing Windows profile with Ubuntu, navigate to your profile.ini on Windows, open it and make note of where the path to your profile folder is. Navigate to that path in Ubuntu and copy the complete path name (if you're using Nautilus, open a terminal and drag the path folder icon to the terminal to get the complete path name).
Once you've copied your complete path name, open the profile.ini in your Home .thunderbird folder and enter that as the "Path=" parameter. Change "IsRelative=1" to "IsRelative=0". Save and exit.
Now you can use your existing Windows Thunderbird profile in Ubuntu and back and forth.
You have to make sure your Windows partition with the profile is mounted before launching Thunderbird in Ubuntu.
You may also run into Thunderbird checking for add-on updates anytime you switch between your Windows and Ubuntu Thunderbird. Just let it run.
Starting with Ubuntu 11.10, the default email application is Thunderbird. Ubuntu One contacts sync has integration with Thunderbird in Ubuntu 11.10.
The following instructions explain how to setup contacts sync in Ubuntu 11.10 with Thunderbird and use Ubuntu One contacts in Thunderbird.
Setup contacts sync
Copy contacts to Ubuntu One from Thunderbird
Click on the "Address Book" button
Click on the "Personal Address Book"
Select all the contacts you want to copy
While holding the "Ctrl" key, move the contacts from the "Personal Address Book" onto the "Ubuntu One" address book
Auto-complete email address from the Ubuntu One address book
Click the "Edit" menu and select "Preferences"
Click on the "Composition" icon
Click on the "Addressing" tab
Click on the checkbox next to "Directory Server" and select "Ubuntu One" from the pull down menu
Click the "Close" button
I must admit I couldn't get it to work myself but after a bit of digging around I found that CouchDB address book intergration is not compatible with Thunderbird 9.0, unfortunately that's why you get no option to select Ubuntu One as a directory server - it relies on CouchDB!!
See below screenshot