I am using golded develop edition
Good choice. However, I haven't sold a single copy to Russia

May I ask how you have obtained it and what the first four digits of the serial number are?
Always as i try to open new file, current directory is golded directory.
Actually, the current directory of the editor is the current directory of the program (or shell) that was used to start GoldED. If you change the current directory at that point (for example in amidock), you effectively set the default working directory. You can also specify a path in the line that starts the editor. For example, "golded:ed workspace:" starts the editor and selects workspace: as default path.
1. Can be save current position of asl request ALWAYS? i mean, last open path must be in golded req as default.
Not easily. You could edit the menu item and insert the PATH/K option to specify a path. But that would be a permanent change
2. It is possible to setup default working directory in golded not as golded directory ALWAYS. I mean maybe some tooltipes, etc.
In addition to the tips above, you can use the editor's SESSION tooltype to get back to the last session (last files opened). But instead of using the tooltype, restoring a session via CTRL-R seems to be easier.