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From the perspective of statistical mechanics, the present research offers intrinsic Riemannian geometric investigation towards the fluctuation theory of complex systems. The entropic formulation is considered as the principle ingredient which enables to obtain connection between the statistical mechanics and the corresponding thermodynamics. Away from the standard Shannon system, we provide modeling for the complex entropies, viz., the Renyi, Tsallis, Abe and structural systems. For thermally excited one, two and three particle configurations, we find that the local statistical pair correlation functions, determined by the components of covariant metric tensor of the thermodynamic geometry of associated entropies possess well defined, definite expressions. In all the above mentioned cases, we notice a non-degenerate intrinsic Riemannian manifold. In contrast to the Gibbs-Shannon entropy, the highlighting of the present study is that a finite particle descriptions of the complex statistical configurations correspond to an interacting system.