If you are on a Mac, I assume, the OS is not letting Resolve write to the hard drive to make the database.
Go to finder and on the macintosh HD icon, right click and choose “get info”
Unlock the padlock icon in the lower right hand corner with your user password to make changes
Change the access for “everyone” to read&write and relock the padlock
Run Resolve again and it should allow you to make a database.