My host came with a mongodb instance and there is no /db directory so now I am wondering what I can do to find out where the data is actually being stored.
What does your configuration file say?
$ grep dbpath /etc/mongodb.conf
If it is not correct, try this, your database files will be present on the list:
$ sudo lsof -p `ps aux | grep mongodb | head -n1 | tr -s ' ' | cut -d' ' -f 2` | grep REG
It's /var/lib/mongodb/* on my default installation (Ubuntu 11.04).
Note that there is also a /var/lib/mongodb/mongod.lock file holding mongod PID for convenience, however it is located in the data directory - which we are looking for...