Most directories under /etc will require root privileges to create files in. Unfortunately, the default file browser doesn't provide a quick-n-easy method to escalate privileges for a single operation. The command line is your answer.
sudo nautilus will launch a copy of nautilus w/ root privileges, allowing you to do whatever you want. I'm not sure that's a good idea (easy to leave it open and forget that it has super powers), but it's convenient in some cases.
sudo touch /etc/apt/preferences.d/cloudera.pref will create an empty file. Once you've done that, you could do something like
sudo chown some_user /etc/apt/preferences.d/cloudera.pref to change ownership or
sudo chmod a+rw /etc/apt/preferences.d/cloudera.pref to open read/write privs to everyone (generally a bad idea)
You can also set user & group on a file at the same time:
sudo chown some_user:some_group /etc/apt/preferences.d/cloudera.pref
or just set the group ownership:
sudo chgrp some_group /etc/apt/preferences.d/cloudera.pref
an ls -l (or using your graphical browser w/ the right settings) will display the ownership/permission details for verification.
You could create the file and set it to be owned by your user for temporary convenience, edit it using your convenient GUI editor if you want, then set ownership back to root or whatever you want it to be for proper security.
Typically, /etc contains static configuration files, so you make them readable by certain groups of users (even all users, if not sensitive) but reserve write privs for root. I don't know anything about Cloudera, but it's common to have software running under a particular user (and a user can be a member of multiple groups) so you can set the group of the file to be the group that you want to have privs on it.
