Thorsten: I had an account and created a ssh key. Now it has a red cross 

below ready in gitorious. Something wrong with that?

Now the fgdata clone should be on my pc alike the fgfs wiki or where? How to push or put a merge request??

If you cloned the official data repository on your own machine, you won't be allowed to push anything.

What you have to do is to clone the repository in your own project and then clone that clone on your own machine. As it is your own project, you will be able to push into it and then submit merge requests.