A few Days ago, I came across this bookmarks.xml error while closing dolphin.
There are two ways to solving this problem

1. open dolphin in root or using the terminal navigate to the specified location and delete the bookmarks.xml file

or

The most probable cause of the error is that the file does not have the correct permissions, once i provided the permissions for the file the error disappeared.

2. open up terminal and type this :

~$\> sudo chown user:user /home/.kde/share/apps/d3lphin/bookmarks.xml

*replace “user” with your current username.

*restart your com, and the error should be gone.