Running geany from the terminal results in a number of these error messages:
(geany:25245): Gtk-WARNING **: Attempting to store changes into `/root/.local/share/recently-used.xbel', but failed: Failed to create file '/root/.local/share/recently-used.xbel.OTM76W': No such file or directory
The command
mkdir -p ~/.local/share
solves the problem, but this is probably something geany should do automatically.
This is a problem with GTK, not Geany. We don't touch this file ourselves, but only through a completely abstract GTK API for recently used files, that don't even expose anything about that file.
If it's a problem for you, file a bug against GTK.