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This could be one of two things. Either you sideloaded via the website, which for some reason makes the folder be called something other than what I've specified, but it should still have "PocketReader" at the end of the name. Or it's that data folders aren't created until they are needed, so you can try opening the app once and it should create the folder.

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for what it's worth, i just got my playdate and ran into the same issue. the for me, the filename if you sideload the app via the website  \Data\user.XXXXX.pocketreader 

otherwise, everything worked exactly as displayed! thanks for the awesome app!