On Windows, you can open the Start menu and type %appdata%\Adobe\Lightroom in the Start menu search box and you’ll be taken directly to the Lightroom user folder.
If you want to always show the hidden files and system folders, open an Explorer window and go to Organize menu > Folder and Search Options. Under the View tab, you may select ‘Show hidden files, folders, and drives,’ and I also like to uncheck ‘Hide Extensions for Known File Types’ as the extensions can be useful. Then click Apply to implement your changes. Bear in mind that those folders and files are hidden for good reason, so be careful if you decide to change these options.
On OS X Snow Leopard (10.6), you can navigate straight to the user Library folder using Finder. On OS X Lion (10.7 or later), the user Library folder is hidden by default. If you go to Finder, select the Go menu, and hold down the Opt key, you’ll see Library appear in the menu, and then you can navigate to the Preferences or Application Support folder. Personally, I drag that Library folder to the sidebar so that it’s always easily accessible.