After upgrading to MacOS Catalina, you would no longer be able to create directories in the root directory. On attempting to create a directory, you would see a “Read-only file system” error:
Nitins-MacBook-Pro:/ nitin$ sudo mkdir -p /data/db
mkdir: /data/db: Read-only file system
Upon upgrading, directories existing within the root directory are moved to the path “/Users/Shared/Relocated Items/Security“ and a shortcut on the desktop named “Relocated Items” is created.
Also see: "Dedicated system volume" at https://www.apple.com/macos/catalina/features/