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The error you report seems to point to a configuration problem specific to your system: your OS (presumaby Linux) tries to open a browser to display Jupyter's home page, but can't, due to a misconfiguration of your system's default application : "xdg-settings" is a shell script that retrieves, in this case, the parameters necessary to open your default browser, but not the directory expected (apparently) by the Sage (sub)process trying to open the browser.

To confirm this, try to see if you can open a browser window from the command line by trying, for example

s xdg-open https://www.google.com

If your browser does not open the home page of Google, this is quite probably due to the same problem ; see the next paragraph. However, if it does open this page, the problem is different, the, the problem may be different, and possibly Sage-related. You should try to post a detailed report to the sage-support forum/mailing list, rather than on the present site, more oriented to mathematical and Sage-related programming questions.

If it turns out it is a configuration problem, since you give no information about your operating system, configuration, etc..., I can't say anything else. Your best source of information about your system is probably the documentation relevant to your desktop environment, and, possibly, the mailing lists/fora dedicated to your operating system.

HTH,