I wish there was a bit more in terms of saving folder locations for easy access as I usually go to the same locations every so often. It seems like something that is a must have for image editing and sprite creation software, I would rather not have to worry about finding the same location over and over and I saw a similar feature request a while back but nothing has really been done about it for a while. Thanks 
You can already do this.
If you hover over anything in the Recent files or Recent folders list, you’ll see a little pin. Click the pin and that entry will be pinned to the top of the list.
Or if you mean the recent folders list on the pc, then I think it should be on the side as a default. Because I can’t find it.
I mean on the Home tab of Aseprite. When you click a recent/pinned file there, it opens the file, and when you click a recent/pinned folder, it opens up the open dialogue in that folder.
I see, its confusing that I can’t do that in the open file area of the program also… Oh well.
Doing it on the home page is faster, and provides a more consistent file dialogue regardless of whether you use the built-in one or the OS-native one.
Ok, just different from what I am used to.