I think I have setup my Thunderbird email client to receive PGP encrypted email, but is it supposed to receive emails?
Thunderbird doesn't, by itself, accommodate PGP encrypted mail.
Are you using Enigmail, or something else? Also, what platform? (Windows, Mac, Linux)
I received a PGP encrypted email on a marketplace. The problem is that its encrypted and its impossible to read it without decrypting it.
With EnigMail you select OpenPGP then Decrypt.
This is assuming the sender had your public key and encrypted the message with PGP so that only you can decrypt it.
Here's a guide: