I use solr to search for documents and when trying to search for documents using this query \"id:*
\", I get this query parser exception telling that it cannot parse
If you are just trying to get all documents, Solr does support the *:* query. It's the only time I know of that Solr will let you begin a query with an *. I'm sure you've probably seen this as the default query in the Solr admin page.
If you are trying to do a more specific query with an * as the first character, like say id:*456 then one of the best ways I've seen is to index that field twice. Once normally (field name: id), and once with all the characters reversed (field name: reverse_id). Then you could essentially do the query id:456 by sending the query reverse_id:654 instead. Hope that makes sense.
You can also search the Solr user group mailing list at http://www.mail-archive.com/solr-user@lucene.apache.org/ where questions like this come up quite often.