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There are a few keystrokes you should know to make using the Adjustment Brush easier.
First, the most important is that you can press K from anywhere in Lightroom and have the selected photo taken to the Develop module with the Adjustment Brush active.
Second, after you start brushing you can press O to make the brushed areas visible. In addition, you can hold the Shift key and press O to rotate through the various color options. Press O again to toggle it off.
A real handy one is being able to hide the "pin" (the gray circle that appears after your first brush stroke) by pressing H, so that you can see underneath. Press H again to bring it back.
When you are done using the Adjustment Brush, just press K again to close it.