Copying STL files to gazebo_worlds

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This is because you installed ros from .debs and do not have write permissions for the directories of this installation variant. You could force changes by using "sudo" before your commands or changing permissions, but this is strongly discouraged. For example, you might lose all your changes if a update comes in for a package you modified.

If you want to make your own gazebo worlds or variants of existing ones, you can create a new package and use that. I did exactly that with the hector_gazebo_worlds package, so it's the first one that comes to my mind as an example. You'll probably find a few other examples if you search for them.