Repeat the process, but omit entering the password. That often works. Enter password only when prompted when first retrieving messages.

I was able to create the account but cannot download or connect to my Mac Mail account. When I try it has the wrong user name. I did not add a user name, just took was provided from Thunderbird. How do I enter the correct user name?

You can rightclick the account in left pane, click 'settings' and update the account, or youou may need to delete the account and start over.