I am trying to setup proto-repl atom-editor package and apparently it needs a file user.clj to exist somewhere - which I guess is some leiningen's init file.
Where should I create this file?
Clojure will load the file user.clj from your class path if it is found. In a default leinengen project src/ will be on the class path, so if you create src/user.clj the contents of that file will be loaded in the context of the user namespace.
user is the default namespace for the clojure repl, but some leiningen projects override this. In order to access definitions in user.clj you will need to either pull user into scope (using require or use) or make sure that user is your starting namespace.