It depends on the environment you're using.
With plain REPL, you are quite limited.
Two most popular IDEs are Cursive and Emacs Cider.
As @Carcigenicate already pointed out, Cursive has an excellent Java support and allows you to jump to clojure java sources (or any other 3rd party lib sources - providing the sources have been published) easily.
It also allows you to debug Clojure compiler itself quite easily.
Emacs Cider has some support for Java.
Out of the box you can jump to JDK sources (with some caveats, see https://github.com/clojure-emacs/cider/issues/2687).
For other artifacts (like clojure.lang itself or other 3rd party java libs) you should be able to jump to the source code as long as you add the corresponding source jar to :resource-paths (assuming leiningen-based project here).
See here for more info about Cider's support.
ctrl+byou way to the Java sources. That's probably easier to use and more helpful that running a command in the REPL anyway. - Carcigenicate