This can happen when you have a non-standard name for your database folder (e.g. if you are using a database you restored from a backup), or if you have upgraded to a new version and loaded a database from an older version, so that the name of the database folder no longer has the correct Geneious version (i.e your data for 9.0 is in a folder called Geneious 8.1 Data).
In these situations you'll need to identify which of potentially multiple local database folders your most recent data was in. To do this navigate to the directory containing your Geneious database folders (these should be in your User directory), and check the size and date of the folders that are there. The in Geneious, go to the Tools→Preferences→General tab and browse to the location of the last local database you accessed. Geneious will then import the data that is there.
If you have found your data it is a good idea to use the Backup button to save the documents in a format that can then be loaded into Geneious again. You may even want to tidy up a bit and delete old data folders if there are lots of them.
Remember: It's always better to make regular backups!