According to your error message, you tried to open/replay a pre-recorded flight using the flight recorder subsystem (see $FG_ROOT/Docs/flightrecorder.README).
Unfortunately, the way FlightGear's design has evolved over time, it isn't currently possible to save/load and continue flights, unless you're using the flight recorder subsystem, and an supported aircraft/FDM. Equally, changing aircraft used to be impossible for the same reasons.
More specifically, these architectural issues are being tackled by a few core developers (slowly so) - but given FlightGear's lack of an explicit design (and oversight) taking such requirements in mind, there are many overlapping efforts/developments that simply conflict with functionality like saving/loading flights and changing aircraft at run-time. So that the flight recorder subsystem working for your particular use-case or not may depend on a number of factors.
And absent any proper project management/coordination, this is how we arrived at the the "current" situation, even though this is meanwhile a long-standing one:
http://wiki.flightgear.org/FlightGear_SessionsIn the case of your particular error, you should check paths and permissions first - usually, tapes will be stored in $FG_HOME.
FlightGear is a fairly monolithic code base that contains tons of legacy code, with very few active core developers remaining, many of whom feeling overstretched in terms of what they can manage realistically - yet, there's very little happening to accommodate new contributors, especially those wanting to become core developers with commit access to help with core development, and the few external contributors still making significant contributions at the core/C++ level are feeling increasingly deflated due to the extremely passive/inactive way of core developers responding to their work, which often goes unreviewed/uncommitted for many months, and sometimes even years - up to a point where simply rebasing is no longer an option.
This has been causing quite a bit of frustration among contributors, realistically you shouldn't expect FlightGear to support saving/loading flights anytime soon - the main developer working on this is James Turner (Zakalawe) who prototyped the whole reset/re-init work (which could be considered the foundation for saving/loading flights) - while others have offered their assistance (like for instance ThorstenB) many have meanwhile lost interest in working towards this, or in contributing to FlightGear core development in general, as can be seen in the git commit logs and the devel list discussions.
To support this reliably for all FDMs, this would require an orchestrated effort among developers, including those participating in JSBSim development.