If you are not allowed to upload a specific file, please make sure that the folder is writable, the file is not too big and it has an allowed mime type.
By default there are only a few mime types allowed to be uploaded. Go to site/panel/config/config.php to add additional mime types.
Kirby will automatically try to generate thumbnails for your uploaded images. If this fails, it will use the original files to display a preview in the file browser. This can influence loading times, when you've uploaded huge images.
To make sure that Kirby is able to generate thumbnails, please add a thumbs folder to the main directory of your Kirby site and make it writable.