In Terminal, I tried "ls -a": no .gimp-2.2 directory. Double-checked that I am actually in my home directory - still not there... So, I tried "mkdir blah" and I found that I couldn't even see that in Finder!
After several minutes frustration and confusion, I eventually figured it out. I closed my SSH session to the other computer and tried again. Issuing commands on the correct machine worked a treat!
I think it's time to add the hostname to my tcsh prompt...