State-space models (SSMs) have become a cornerstone for unraveling brain dynamics, revealing how latent neural states evolve over time and give rise to observed signals. By combining the flexibility of deep learning with the principled dynamical structure of SSMs, recent studies have achieved powerful fits to functional neuroimaging data. However, most existing approaches still view the brain as a set of loosely connected regions or impose oversimplified network priors, falling short of a truly holistic and self-organized dynamical system perspective. Brain functional connectivity (FC) at each time point naturally forms a symmetric positive definite (SPD) matrix, which resides on a curved Riemannian manifold rather than in Euclidean space. Capturing the trajectories of these SPD matrices is key to understanding how coordinated networks support cognition and behavior. To this end, we introduce GeoDynamics, a geometric state-space neural network that tracks latent brain-state trajectories directly on the high-dimensional SPD manifold. GeoDynamics embeds each connectivity matrix into a manifold-aware recurrent framework, learning smooth and geometry-respecting transitions that reveal task-driven state changes and early markers of Alzheimer's disease, Parkinson's disease, and autism. Beyond neuroscience, we validate GeoDynamics on human action recognition benchmarks (UTKinect, Florence, HDM05), demonstrating its scalability and robustness in modeling complex spatiotemporal dynamics across diverse domains.