The Context class has a method called getFilesDir() which will return the absolute path to where your file is being created. It is probably under /data/data somewhere but could be device-dependent so it's best to rely on that method call to find where it is.
Hmm, I should know this (I went through this exercise), but I'm away from home and don't have access to my notes. Try printing to the log the File.getAbsolutePath() - that will tell yo exactly where it is located.
By the way, my code checks to the existence of an SD card, and if one is there, I place my data file there. Makes it much easier to find, and I can always back it up, edit it, etc.
A common pattern for where the files go is /data/data/your_package_name_here/files. If you're running your app on the emulator, you can use the FileExplorer within the DDMS perspective of Eclipse to navigate there. Or you can use "adb shell" from the command line of your computer to get a shell on the emulated device, then use basic Unix commands to cd to that directory. But knowing where the file is doesn't mean other apps can read it from there. Permissions are very strict within /data/data and files there are really just for the app that created them in the first place. As long as you continue to use the same filenames in your app, you should really care where the files go. Unless of course you want to create large files or files you want to share. Then you should definitely consider using the SD card instead. Even here though, you should use a method such as Environment.getExternalStorageDirectory() or Context.getExternalFilesDir(String type) to locate (and/or create) the appropriate directory in which to write your files.