Unable to write into user settings. Please open the user settings to correct errors/warnings in it and try again.

[gersonmontenegro]

This is not a question, is actually how I resolved the problem described on the title of this post.

I tried to use one the themes of this package, but I couldn't due to a permissions issue, so I started to search a little bit about it, and after look over the VSCode documentation, I found the property you have to add to settings.json file is workbench.colorTheme . So, the final result is something like the next line depending on which theme do you want to use:
"workbench.colorTheme": "Andromeda Italic Bordered"
My final file version looks as below:

I hope this could be useful for someone who want to use this great theme package.