Change to your home directory and take a look around with ls, and then run ls -a. At first, you will not see the configuration files, which are also called dot files. Dot files are nothing more than files and directories whose names begin with a dot (.). Common dot files are .bashrc and .login. There are some dot directories, too, such as .mozilla.
There is nothing special about dot files or directories. Some programs just don't list them by default, so that you don't see a complete mess when listing the contents of your home directory. For example, without the -a option, ls doesn't list dot files. In addition, shell wildcards don't match dot files unless you explicitly use a pattern such as .*.
You can still run into problems with wildcards because .* matches . and .. (the current and parent directories). Depending on what you're doing, you may wish to use a pattern such as .[^.]* or .??* to get all dot files except the current and parent directories. This isn't a perfect solution, but it usually works.