Double-clicking a message opens it in a separate window. It works like this in most email programs, and it does so in The Bat!.
More Email Quick Tips
But look at the newly opened window's title: View Folder.... And indeed you have opened not only one particular message but the folder containing the message.
To see a list of all messages in the folder:
- Select View | Message List from the menu.
The message list works just like the one in The Bat!'s main window.

