Permission denied when trying to install sp_blitz on in the master database in Amazon RDS
That error message means you don't have enough permissions to install things in the master database.

That's okay: you can install sp_Blitz (and any other stored procs) in a user database instead, and they'll work fine there.

If you run into that same error in a user database (one you created), then you'll need to check with your sysadmins about your permissions.