Neurofeedback refers to the process of feeding a sensory representation of brain activity back to users in real time to improve a particular brain function, e.g., their focus and/or attention on a particular task. This study addressed the notable lack of research on methods used to visualize EEG data and their effects on the immersive quality of VR. We developed an algorithm to quantify focus, yielding a focus score. A pre-study with twenty participants confirmed its effectiveness in distinguishing between focused and relaxed mental states. Subsequently, we used this focus score to prototype a VR experience system visualizing the focus score in preconfigured manners, which was utilized in an exploratory study to assess the impact of different neurofeedback visualization methods on user engagement and focus in VR. Among all the visualization methods evaluated, the environmental scheme stood out due to its superior usability during task execution, its ability to evoke positive emotions through the visualization of objects or scenes, and its minimal deviation from user expectations. Additionally, we explored design guidelines based on collected results for future research to further refine the visualization scheme, ensuring effective integration of the focus score within the VR environment. These enhancements are crucial for designing neurofeedback visualization schemes that aim to boost participant focus in VR settings, offering significant insights into the optimization of such technologies.