Open the folder that contains your catalog. You'll find a file with the same name as your catalog but with the lock extension. That file, and only that file needs to be deleted. Then you'll be able to start Lightroom again.
Thank you, but I'm afraid it doesn't help. I open Choose Different Catalog in the message I received and it shows me only one location: Lightroom 4 Catalog.lrcat. It is inactive and I tried left and right click
Please close Lightroom and Go to the folder Pictures/Lightroom ,In there you should find a file Lightroom4Catalog.lract.lock. This is the temporary lock file which is created when a catalog is being accessed outside Lightroom.
As mentioned by JimHess Delete this file and restart Lightroom
Let us know if that helps
THANK YOU !!!. It helped. Great job!