The higher, the more penetrating. This means, that with an accelating voltage below 10kV, most X-rays don't even get through the tube glass. Higher energy also means higher ionisation power. One consequence of this is that X-rays become more dangerous the higher their energy. 30kV. This of course depends on the geiger tube you're using and may even be higher.
Distance is the simplest and most effective protection.
Wood and water only approx. 5cm wood only halves the intensity. However, if you take the absorption coefficient for 50kV from the table, you're usually on the safe side. Stay only where you can count the pulses of the geiger counter.