I reported last week that Windows 10 has changed the way you setup your Default Apps. The biggest change is this has to be done within Windows System Settings, not from within the application. If you attempt to have the application to tell Windows it wants to be the default application you will get this annoying and unhelpful message:
For Firefox, Mozilla has implemented a change coming with Firefox 40 that will open the Default Apps setting in Windows 10 when the user tries to make Firefox the default browser within Firefox. This is needed because it appears when a user upgrades to Windows 10 their defaults are reset (in the case of browser it is defaulted to Microsoft’s Edge Browser) to factory settings. It is unknown at this time if anyone on the Thunderbird development team is working on this functionality. Also it is important to know that while Thunderbird is based off of Firefox ESR (currently Mozilla 38 ESR) branch and there are no plans to introduce this into Firefox ESR until Firefox 45 ESR (March 2016), if this functionality is created for Thunderbird it would be included in the upcoming incremental release (38.2.0, 38.3.0, etc.).