If you are using the adjustment brush to make local image enhancements, you can hover over the pin to see the mask that you have drawn, but it shows for just a moment. To keep it on as you brush, type the letter O, for Overlay. To turn the overlay off, type O again.
If instead you use the adjustment brush in Camera Raw, simply check the Show Mask check box to see the mask. (Why isn’t this check box in Lightroom?)