you can not remove it, as that is the signifier the mail has been forwarded.

Removing all of them should be possible by deleting the MSF file in the file folder that contains the mails with Thunderbird closed.

Okay then, can you help me find this file? Because I can't seem to find it. I searched msf in spotlight, and I didn't find any .msf file.

They are in your Profile folders which are hidden files. So you need to make hidden files and folders visible. http://kb.mozillazine.org/Show_hidden_files_and_folders

"Mac OS X 10.7 and above: By default, Mac OS X Lion hides the ~/Library folder (which contains the profile folder, Crash Reports and other user data for Mozilla applications). You can open your user Library folder by holding down the Option key while opening the Go menu in Finder, then selecting Library. Once it's open, you can drag the small icon of a folder in the header of the Library's window into the Favorites section of the Sidebar, where it will be conveniently accessible whenever you want."

However, when you restart Thunderbird, a new .msf file will be created as it is the indexing file. As soon as you 'Forward' / 'Reply', the email in the list will be marked with the appropriate arrow. So it will not be a permanent fix. As Matt explained, you cannot permanently remove this as it is a signifier that the email ws 'forwarded' or 'Replied'.

You can only stop this occuring by not using 'Forward or Reply'. You can only remove it from the display by deleting the current .msf file for that folder until you 'Forward or Reply' another email. Then it will reappear for that email.

Well I searched for it, And I found like 100 msf files. Am I supposed to delete them all? Or is there a specific one that I'm looking for?

If you want to remove the arrow from the 'Inbox' then you would delete the 'inbox.msf' file.

It depends which folder has these arrows that you wish to remove.