Try clicking Help > updates to install the update that was released this morning to resolve this Help issue.
Alternatively, Lightroom's Help can be accessed here: https://helpx.adobe.com/lightroom/topics.html
I installed today's update and Help still does not work. From the Library module, Help > Lightroom Help (of F1) leads to this page and an error message:
I followed your suggestion and now the Help works OK in all the modules.
Thanks for your help.
I'm glad it's working for Alex.
It's still not working for me even after following your suggestions. Pressing F1 in Photoshop CC goes to Photoshop Help | Photoshop Help. F1 in Muse and Bridge go to corresponding Help pages. F1 in LR still goes to the page I noted above which produces the error page. I know how to find the help file (in fact I've downloaded it), but it's odd that F1 still won't work for me in LR.