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Came across this problem trying to copy my ssh private key from my old machine onto my new mac.The solution is to change a setting via the terminal.

defaults write com.apple.Finder AppleShowAllFiles YES

Finder needs to be restarted for this to take effect and that can be done via holding the option key (alt to me and everyone else not used to macs) and then clicking and holding the mouse on the finder icon in the dock. A context menu will appear, select relaunch.You’ll now see a lot more files in finder which some people may consider a downside in which case you can always change the setting back to NO.