How to import messages from pine, thunderbird, kmail, evilution, …?
mutt understands some standard FolderFormats. Find out what format the other MUA uses, and when it’s compatible, just copy them over to a place for mutt to find them (and configure it per MuttGuide/Folders). If it’s a proprietary format, either use the MUAs own export function, or search the web for external tools which can convert to a mutt-usable format, and proceed as before with configuring mutt to find them.