You can change the path in Options > Preferences > Default recording path.
FYI: It won't save to that default location unless you don't save the project first. So, a gentle suggestion to always do that if you can because it solves more problems than this one.
I'd also suggest always creating a similarly named folder for your project and keeping all recorded medial files there. You can use the "Create subdirectory" and "Copy or Move media" checkboxes in the save as dialog to make that automatic for you.
I changed my path too because I occasionally just fiddle or noodle without a project as my goal (and like those to go to my audio drive) but other than that, anything I plan on using after I closer Reaper, gets a project folder with the corresponding media in it.