This is a common problem, to solve it you have to configure the udev rules running this script:
wget -q -O - https://raw.githubusercontent.com/LedgerHQ/udev-rules/master/add_udev_rules.sh | sudo bash
If this does not solve the problem you can check the official Ledger troubleshoot guide
NOTE: if you are on WSL you can’t connect your Ledger since WSL doesn’t have access to the USB, try to use a Virtual Machine or Linux in dual boot