It an often requested feature. I believe the [GeanyNumberedBookmarks](http://plugins.geany.org/geanynumberedbookmarks.html) offers this feature, though I've never tested it myself.
Related/duplicate: https://github.com/geany/geany/issues/307 https://github.com/geany/geany/issues/793 https://sourceforge.net/p/geany/feature-requests/458/ https://sourceforge.net/p/geany/feature-requests/727/
I think there was a few others too, or maybe it was discussion on the mailing list.