Wrong encoding in eshell when closing Emacs

Question

I have a lot of filenames in Russian in my file system. Every time I close Emacs if I had eshell opened, it shows a *temp* buffer with a list of directories. And asks 2 questions:

1. Select coding system (default utf-8):

   I click enter

2. Selected encoding utf-8 disagrees with latin-2 specified by file contents. Really save (else edit coding cookies and try again)? (y or n)

   I click "y", enter

What file cookies is he talking about? Where can I set it to utf-8, so this question is never asked again?

Update

I found the wrong file: ~/.emacs.d/eshell/lastdir. I saved this: "яОяН­яОяННяОуВяНЕяОяОяННяОяНОяОяНВяОяНА" instead of normal Russian name. Then it tries to save it again.