permission denied for database X appears when a user attempts to create a new schema in a data warehouse, where he or she doesn't have sufficient permissions with. By default, only the owner of the Panoply account can create and drop a schema.
If a Panoply account owner plans to grant a user permission to create schemas, he or she can make a request by contacting email@example.com. The request should include the email of the user and the database to grant permission to. The account owner must also ensure that the user to be given access must be a member of his or her Panoply account's Admins team.
NOTE: The permission granted to a user apart from the Panoply account owner might be reverted or revoked without any prior notice.
The Creating schemas article provides more information in working with schemas.