BUG #12300: ~/.psql_history nonexistent warning on first run

The following bug has been logged on the website:

Bug reference: 12300
Logged by: Dzmitry Lazerka
Email address: dlazerka(at)gmail(dot)com
PostgreSQL version: 9.3.5
Operating system: Linux Mint x64 3.13.0-24-generic #47-Ubuntu
Description:

1. Either install fresh PostgreSQL on fresh OS, or just delete
`~/.psql_history`.
2. Run `~ $ psql` (assuming that permissions are already set up for your
user).
3. type any command;
4. Press Ctrl-D, or type "\q".

OBSERVED: warning
could not save history to file "/home/myuser/.psql_history": No such file or
directory

EXPECTED: info like:
Created "/home/myuser/.psql_history"

Because currently it sounds like it wasn't found, so history is lost
forever. Also, it happens on the very first run, when user hasn't had a
chance to screw up anything yet, but psql already throws errors.