You need sudo whenever your user doesn't have the permissions required to perform the operation at hand. It is hard to give you any answer that is more specific because your user may or may not have certain privileges.
As a rule of thumb, privileges under Unix are often checked at the file level, meaning if your action involves reading or writing (or executing but that's a little tricky to define sometimes) to a file then you need those permissions. Directories are files for Macos in a way, where making a new file under it translates to writing to that directory, listing them requires read and entering the directory (cd for example) requires execute permissions.
You can see these permissions with ls -l and the different columns will tell you the user's, group's and everybodys permission to do read, write, execute operations (rwx). This is easy to understand for files for directories (or devices) it gets more interesting.
So in your example, you would need to run ls -l / and will find that your user doesn't own /usr, is not part of the right group and world(everybody) isn't allowed to write to /usr, which would be required because ln -s creates a special kind of file.