Hi Jaksun5, that functionality (jump to letter) is just not supported in Thunderbird.
That is exactly how Outllok works, so if you think you really need it, you may want to try it.
I personally find TB's implementation a lot handier and faster: you have a quick-filter bar that is always visible: just type the letter(s) of the sender/recipient/subject/body that you're looking for, and get the results immediately.
Why do I prefer it to Outlook: 2 reasons:
a) In outlook you first need to filter by ... (e.g.: name) and then type the letter. I usually have the emails sorted by date, so I need to change the sort order, type the letter, then once I'm done I need to change the order again (which I usually forget, so if a new mail comes in the folder where I'm searching, I always scroll up/down, then realize that the new email is somewhere in the middle and re-order based on date)
b) Outlook has a search bar too but it always searches everywhere. This means that searches are slow, and you have no way to limit them to, for example only the subjects, or the addresses. So you can't find anything that way unless you enter a whole word, or even a short sentence.
But to answer your questions, you're not doing anything wrong.
If you want to disable the one-letter shortcuts (or change them to a multi-letter shortcut), you can install "Nostalgy": it allows you to change exactly that (as well as adding a few nifty features).
If you do that, you may even want to try the "Scroll to key" add on (https
This does not work with TB3 and newer, exactly because of the single-letter shortcuts.
I have not tried it, but you might be able to get it to work exactly the way you like it.