Greetings, Penelope.
It appears that you're having a problem saving a blank document to iCloud or locally on your iPad Pro. You receive a message on your iPad that you don't have permission to access "Documents". When saving it to iCloud, you receive a similar message.
Create your first document in Pages on iPad - Apple Support -- You should be able to just tap the plus sign, select a blank document, "Done" then the arrow pointing left to save a blank document on your iPad.
Use iCloud Drive with Pages on iPad - Apple Support -- To save Pages to iCloud Drive, make sure that everything has been set up correctly. Go to Settings > [your name] > iCloud and make sure that iCloud Drive is on. Then scroll down to Pages on the same screen and turn that on as well. If you want to store the document locally, turn Pages off under iCloud Drive.
If this doesn't help with the problem, please provide your workflow.
Let us know how that goes.
Take care.