The simplest thing to do is to make a back up copy of your Opera profile folder. Then in the new Opera installation, completely remove (i.e. delete or rename) the existing Opera profile folder; and replace it with the one you had backed up.
NOTE: If you are doing the above, I strongly recommend NOT migrating the opera6.ini file in the old profile. It contains path-specific information which may not work in your new installation.
All the information in this post is derived from the excellent Opera Support article. Following is a more condensed, step-by-step procedure (at the risk of duplication) to migrate specific settings.
º First read the aforementioned Opera Support article
º In your old Opera installation, look at Help > About Opera and note the path to your Opera directory -- this is your profile folder (alternatively, if you are using Opera 9 and above click here)
º Do the same for your new Opera installation
º Close all instances of Opera
º Copy the following files from your old Opera profile folder to the new Opera profile folder (copy only those files that you want to migrate)
- Bookmarks: opera6.adr
- Notes: notes.adr
- Wand passwords: wand.dat (if you had set a master password, you will also need to copy the Certificates files -- and set a master password in the new installation)
- Contacts: contacts.adr
- Cookies: cookies4.dat
- Certificates: opcacrt6.dat, opcert6.dat, opssl6.dat
- Search preferences: search.ini (if upgrading to Opera 9, you will need to edit this file and change the version number to 8)
- Blocked content preferences: urlfilter.ini (new in Opera 9)
- Site-specific settings: override.ini (new in Opera 9)
- Speed dial: speeddial.ini (new in Opera 9.2)
- Widgets: widgets.adr (and the widgets/ folder) (new in Opera 9)
º Copy the following folders from your old Opera profile folder to the new Opera profile folder (copy only those folders that you want to migrate)
- Favicons: images/
- Keyboard (customized keyboard shortcuts): keyboard/
- Menu (customized menus): menu/
- Mouse (customized mouse gestures): mouse/
- Sessions (saved sessions): sessions/
- Skins (downloaded / custom skins): skin/
- Styles (custom user style sheets): styles/
- Toolbar (customized toolbar setup): toolbar/
- Voice (customized voice setup): voice/
- Widgets: widgets/ (and the widgets.adr file) (new in Opera 9)
º Start the new Opera
If you migrated a customized setup for toolbars, menu etc; make sure that in the new Opera you set Preferences to use the new setup (and not Opera standard).