The data directory
On Linux the path follows $XDG_DATA_HOME if you've set it, so the location above is the default rather than a guarantee.
Backing it up, moving it, resetting it
Copy the directory while the app is closed and you have a complete backup — sessions, dashboards, device mappings and settings together. Dropping that copy into the same path on another machine carries your setup across; your licence doesn't travel with it, since it's registered per machine.
Deleting the directory resets Scryglass to a first-run state and takes your captured sessions with it. Copy anything you want to keep out first.