If you are running NetHack on Windows, please review the notes below.

Your personal configuration file for the game has changed names.
It was named "defaults.nh" in version 3.6.2 and prior versions. It
is now called ".nethackrc" and its default location is 
%USERPROFILE%\NetHack\. 

%USERPROFILE% is an environment variable that
points to your personal files and is set automatically when you log on.

So, to reiterate, this is your default location and name of your
personal configuration file:

%USERPROFILE%\NetHack\.nethackrc

You can confirm the locations "in effect" for all the files that
NetHack 3.6.3 uses by starting the game with the "--showpaths"
command line option:
      
         nethack --showpaths

    Variable playground locations:
        [hackdir   ]="C:\Users\JaneDoe\NetHack\3.6\"
        [leveldir  ]="C:\Users\JaneDoe\AppData\Local\NetHack\3.6\"
        [savedir   ]="C:\Users\JaneDoe\AppData\Local\NetHack\3.6\"
        [bonesdir  ]="C:\ProgramData\NetHack\3.6\"
        [datadir   ]="C:\personal\nhdev\365\test\binary\"
        [scoredir  ]="C:\ProgramData\NetHack\3.6\"
        [lockdir   ]="C:\ProgramData\NetHack\3.6\"
        [sysconfdir]="C:\ProgramData\NetHack\3.6\"
        [configdir ]="C:\Users\JaneDoe\NetHack\"
        [troubledir]="C:\Users\JaneDoe\NetHack\3.6\"
    NetHack's system configuration file (in sysconfdir):
        "C:\ProgramData\NetHack\3.6\sysconf"
    The loadable symbols file (in sysconfdir):
        "C:\ProgramData\NetHack\3.6\symbols"
    Basic data files (in datadir) are collected inside:
        "C:\personal\nhdev\365\test\binary\nhdat365"
    No end-of-game disclosure file (disabled).
    Your personal configuration file (in configdir):
        "C:\Users\JaneDoe\NetHack\.nethackrc"

3.6.4: Added the ability to:
   a) run from a portable USB device.
 or
   b) have all the files that the game reads from and writes
      to housed in a single directory.
Place your unzipped NetHack distribution on the
USB device, or into the one-folder that you want the game to 
use, and create a sysconf file in that same location, with
the following option present in that sysconf file:
     portable_device_paths = 1
Here is a sample of the --showpaths command in that scenario:
    Variable playground locations:
        [hackdir   ]="C:\nethack\"
        [leveldir  ]="C:\nethack\"
        [savedir   ]="C:\nethack\"
        [bonesdir  ]="C:\nethack\"
        [datadir   ]="C:\nethack\"
        [scoredir  ]="C:\nethack\"
        [lockdir   ]="C:\nethack\"
        [sysconfdir]="C:\nethack\"
        [configdir ]="C:\nethack\"
        [troubledir]="C:\nethack\"
    NetHack's system configuration file (in sysconfdir):
        "C:\nethack\sysconf"
    The loadable symbols file (in sysconfdir):
        "C:\nethack\symbols"
    Basic data files (in datadir) are collected inside:
        "C:\nethack\nhdat365"
    No end-of-game disclosure file (disabled).
    portable_device_paths (set in sysconf):
        "C:\nethack\"
    Your personal configuration file (in configdir):
        "C:\nethack\.nethackrc"

3.6.5: There had been some reports of a mysterious problem
starting the game in 3.6.3 and 3.6.4. One source of such a 
problem was tracked down to difficulties converting some characters
during initialization. Now, instead of exiting the game under that
circumstance, the game will attempt to proceed to a playable
state anyway. Also, some details are now displayed that may assist
the developers in getting a better understanding of the issue. It
is hoped that, if you encounter such an issue, you will consider
passing along the details to nethack-bugs@nethack.org.