You may want to import already received mails to your Google Mail (Gmail) account if you plan to switch from a local mail client or other online client to Google's mail service.
One reason could be that you want to make the complete switch to Gmail and never use the old email client again.
There is unfortunately no import option to import email directly from other accounts, at least not at the current point in time (read the update below, this has changed in recent time).
Gmail Loader is the script that you need to do just that. It is a graphical cross-platform tool that lets youo import mail from many email clients including Netscape and Thunderbird. Gmail Loader forwards your mail to your Gmail account, pretty simple concept don't you think?
You can download a windows version which does not require python and a Linux / osx version which requires python and is distributed as source only. The author suggests that you use the command line tool readPST to import mail from Outlook to your Gmail account. Not sure how this is working, it could be that the tool converts the outlook format into a format that is readable by Gmail loader.
Update:Gmail Loader has been discontinued and is no longer available. You cannot make use of the application anymore to import emails to Gmail. Read on to find out what you can do instead:
It should be obvious that you can forward important mails to Gmail manually. And while this may work if we are talking about a couple dozens or so mails, it won't really be an option anymore if you want to forward thousands of mails.
Google recently introduced import mail and contact options to Gmail. To access those options, click on the preferences button in the Gmail window and select Account and Import (update: now only called Accounts) from the menu there. You can alternatively follow this link to get there directly.
Locate the import mail and contacts option and either click on Learn More to find out how the importing works, or click on import mail and contacts to start the process right away.
It basically offers to import contacts and the mails from the past 30 days into the Gmail account. Supported are web mail providers like Yahoo, Hotmail or AOL, and dozens of other providers.
Update 2: The process has changed slightly:
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