Thunderbird uses large files to store multiple messages. When deleting, it only marks the message as deleted. You need to compact the folders to reclaim the space used by deleted messages:
The easiest way to compact is to let Thunderbird do it automatically: "Tools -> Options -> Advanced -> Network & Disk Space -> Disk Space -> Compact folder when it will save over 100 kB -> OK."
To compact all folders in an account manually, click the account on the left, and then click "File -> Compact Folders". This has to be repeated for each account. Compacting an account may take from a few seconds to 10 minutes or more, depending on how much mail you have and how recently you last compacted the folders. If you have trouble doing this and the process stalls, try compacting one folder at a time by right-clicking on the folder and choosing "Compact" ("Compact This Folder" in older versions). If you do not let Thunderbird compact automatically, you should do this regularly, at least once a week. If you do it daily, it will take only a fraction of the time.
But, as meanwhile your message file has become huge: be careful. If possible, first try to backup your profile folder, and before you start: read the other instructions.