1. Create a types folder in your src directory
2. Create a folder within the types folder with the name of the package you intend to extend. (In this case express).
3. Create an index.d.ts file in that folder

 src/
   - types/
    - express/
     - index.d.ts

4. add this code to the index file

import express from "express";

declare global {
  namespace Express {
    interface Request {
      user?: Record<string,any>
    }
  }
}

5. remember to update your tsconfig.json file

{
  "compilerOptions": {
    "typeRoots" : ["./src/types", "./node_modules/@types"]
  }
}

This should work

I was stuck on the same problem earlier. Here is how I solved it.

1. I created a separate directory called @types in my project for declaration merging to work.
2. Next I created a file in it called index.d.ts with following content. Please pay attention that we need to declare our own request within global. Also, importing express is important as well.

import * as express from "express"
declare global {
    namespace Express {
        interface Request {
            user? : Record<string,any>
        }
    }
}

3. I added the following line under compilerOptions in my tsconfig.json.

 "compilerOptions": {
     ...other settings,
     "typeRoots": ["@types", "node_modules/@types"],
     ...other settings
 }

And that's it. It should works with these changes.