All email received goes onto junk mail.

Do the messages all get colored brown in the mailbox?

When you select the good messages and hit Not Junk icon in the toolbar on the top of the Mail Message window, does the brown change to black? If you move it back to Inbox, does it stay there after moving it to inbox?

When you hit Apply Rules on the Message menu after selecting the message in the inbox, does it go back to Junk, or does it stay there?

If applying rules sends it back to junk, view Mail menu -> Preferences, make sure the Junk mail setting is setup this way, and go also to the Blocked setting to make sure messages from the sender you want to receive message from are not listed in the blocked setting. Then go to the Rule section and make sure no rule is asking messages of a certain sort to go to Junk. Keep in mind the Rule section follows boolean functionality

You said "yes" to three questions, but I think there were more than three questions...

In particular, I am interested in this question of a brody:

When you hit Apply Rules on the Message menu after selecting the message in the inbox, does it go back to Junk, or does it stay there?

If you meant that applying rules takes the message to junk, there you have your answer: something in your Rules is doing it.

Press Command-, or select Mail->Preferences, then click Rules.

Analyze your rules. Some of them are to blame.

I would try the reset button on the junk settings. Granted, that means you'll have to retrain it. But eventually it will be smart enough. It may be that you accidently picked a filtering that acts on all messages.

One thing that is really conniving of the spammers is they spoof you by making it look like you are the spammer and putting your email in the from field.

I advise all people to avoid spamming, to follow these rules

1. Never got on emailing lists that use CC to show all the recipients. Inform the list moderators to use BCC instead of CC. The problem with CC, or putting multiple emails in the To: field of email, just one person with an infected addressbook file will cause all the recipients to potentially get implicated in spams and receive more spam. As a result some people's email may not get through to other people, as spam blockers setup realtime blackhole lists that automatically filter addresses that get assigned to them.
2. Never hit unsubscribe on an email. The spammer could use that as a verification that your address exists, and use it to continue to spam.
3. If your email address gets seriously compromised, look to getting a new one and only use the old address as a throw away address.

Generally this is caused by slipping & dragging the Inbox into the Junk folder, or vice versa.

What is your Paths for such.

Mail>Preferences>Accounts>Your Account>Mailbox Behaviors, what path is Junk Mailbox set to?

neilfromlawrenceville wrote:

The message stays there. Does not go back to junk.

Thanks. Then somehow the message may have been misclassified as junk at the server level.

What is your e-mail provider (icloud, gmail, something else)?

Quit Mail, login to iCloud.com, use Mal there for enough time to find out whether the eMails are coming there as already marked as Junk, or if it isn't then we can assume something funny abut the Mail App!

OK, then it is working as it should. If it stays back in the inbox, it no longer is going to junk mail. Don't be deterred by messages turning brown in the inbox. You can then mark them not junk while they are still in the inbox, to remove that brown color. If the marking not junk is not working, please make an Etrecheck report:

Etrecheck - the handy reporting tool for … - Apple Community

so we can see if there is some background task affecting Mail.

Edit:

Also double checking, you are using the junk/not junk button on selected messages in your inbox? This button will be labelled not junk when you select a message Mail thinks is junk to allow you to switch it back to not junk:

If you don't see this button, stretch the bottom right corner of the window full screen, and use View menu -> Customize Toolbar to add it.