Usually malware posing as image attachments have filenames like jenna.jpg.exe. Older mail clients had bugs that enabled the use of various techniques to hide the .exe part of the filename from view. Most contemporary mail clients are protected against those sorts of attacks.
Originally Posted by becerroloko
The easiest way to see what is in an email message is to view its "source." In Thunderbird, use F8 to hide the message preview window, then highlight a message in the list and use Ctrl-U to view its source. You'll see something like this ahead of the MIME-encoded attachment itself:
(This is from an obvious scam I received this morning.)
Content-Disposition: attachment; filename="PARCEL FOR YOU.rtf"