It sounds like you just started using SpaceClaim and workbench. You will need to get some experience by going through training tutorials. For SpaceClaim:

http://www.spaceclaim.com/en/Support/Tutorials/Essentials.aspx

There are tutorials for Essentials, Modules, Extras sections.

There is also a SpaceClaim introductory course on the Ansys Learning Hub (ALH) if you have a subscription:

https://www.ansys.com/services/ansys-learning-hub

The is no reason you can't create both gears in the same SpaceClaim session, positioned exactly how you want, but you could also choose to import a DXF and work in assembly mode if you want. When you import the DXF, if the curves make a closed loop it should automativcally make a surface and you can use the Pull tool to pull to a solid. If they don't make a closed loop, you can sketch some curves to close the loop at the gaps. If it doesn't automatically make a surface upon import of the DXF, you can use the Fill tool to maker a surface from the closed loop of curves. You'll probably want to toggle the "Patch fill" in the Fill tool options panel:

If you make or import the two gears separately, and use assembly mode, it will import the mesh into the downstream assembled model, and synthesize the geometry. This means you must generate the mesh in the upstream component models. Then right click on the Model cell in each at workbench level to "Update." The Model cell will show a green check mark when it is ready to transfer the data downstream.

See the following starting page in the Ansys help for model assembly:

https://ansyshelp.ansys.com/account/secured?returnurl=/Views/Secured/corp/v232/en/wb_sim/ds_mech_model_import.html

Click the "Model Alignment" hyperlink at the bottom.

STL is composed of triangles. It can be messy geometry and may be a problem to mesh directly unless you clean it up in a software that can handle mesh-based geometry such as SpaceClaim. It also doesn't usually have well defined patches (faces), so the default patch based tetrahedral mesher wouldn't work. You could insert a mesh method and set to the patch independent tetrahedral method. Or maybe you got the error simply because you need to set appropriate element sizes. There is an introductory workbench meshing app training course in the Ansys Learning Hub.

It's best not to work with STL when you don't need to. It complicates things. Mesh based data is normally only provided from a laser scan of a real part (reverse engneering). Or it may come from the deformed mesh of a previous analysis in Ansys or other analysis software.

SpaceClaim can be slow during a pull if there is a lot of data. If the curves are composed of thousands of tiny curve segments, it may cause a a long operation or a freezing. Or it may be a graphics display problem. Or there my be some problem with the data from DXF. Are you able to use Fill tool first to make a surface? Turn on the path fill option.

You don't need to use assembly mode. You can open both DXF files into the same DesignModeler file or SpaceClaim file. For DM, just use "File > Attach to Active CAD Geometry" twice, or "File > Import External Geometry File" depending on whether you have the associative interface or direct reader installed for AutoCAD:

For SpaceClaim, just use "Assembly > File" to import into the same file.

Do the gear teeth have complex curvature? If not, it would be very easy to create the gears new. You can sketch one crest-and-trough and copy around to make the full gear.

I think the problem with your Pull and patch Fill operations is that you are doing both gears at the same time, Since they touch it is trying to make one face or one body, which would be non-manifold. Do each gear separately for both the patch fill and Pull. For the Pull make sure to toggle on "No merge" in the options. This means you may need to carefully select curves where the gears touch so that you are only getting curves that belong to one side. For each Fill or Pull you want to select only one closed loop of curves at a time in this case.

I can see that it is composed of a lot of tiny curve segments. You could try "Repair > Simplify" to see if it automatically makes good approximations. Or you could go into sketch mode and draw splines over the curves by clicking locations over the curves. The more locations you select, the more closely the spline will match. You only need to make one periodic portion (crest and through of a tooth). Then copt all around and delete the original DXF/DWG curves. Don't make just one spline to fit the entire crest and trough. Make a new spline for each great change in curvature. So the locations that look like sharper corners, but are really small fillets should be new splines.

For DXF/DWG import, it comes from AutoCAD. So you need to select AutoCAD in the first tab of the CAD Configuration Manager, choose the direct reader or associative interface (AutoCAD installed)  and go to the last tab and press "Configure Selected CAD Products." Afterward, you can press "Display Configuration Log File" to see if there were problems. It needs to be run with an account that has administrative permissions as well as right click to "Run as Administrator."

As far as meshing, you may need to set smaller element sizes, but most likely there are still some errors with the geometry. Try right clicking on the bodies in SpaceClaim and choosing "Check Geometry."

If you set some smaller mesh edge sizings and it's still too small mesh on the teeth then it's got to be global controls responsible. If you have capture curvature turned on then increase the min size. Turn proximity off. Or use the adaptive mesh setting rather than curvature and proximity.

For the CAD Configuration manager, the selection shown when you open it has no bearing on what you last set.

Have you gone over the mesh training course in the Ansys learning hub? There are other global parameters. There is a general element size. There is the span angle center for the adaptive sizing.

If you use the capture curvature, adjust the minimum element size.

Also, maybe you have created the gears as vert thin bodies, and the body thickness is affecting the elements size.

It was a typo when I wrote "vert thin bodies." It was meant to be "very thin bodies." The body thickness is something for you to determine. There should be some real gear thickness.  Or are you trying to analyze in 2D? For that, don't make solids in SpaceClaim. Just make the surfaces in the XY plane, and set probably "plane stress" on the surface bodies if the gears are meant to be thin relative to the other directions.

Your remaining problems are all mesh sizing issues, and you really need more training with using the meshing in Mechanical. The geometry is Ok since it is able to generate a mesh, albeit too fine in your first case. For the adaptive sizing set that "Element size" near the top to a value. It is set to "default" in the first picture. Set it to the size you want most common throughout the bodies, at least a lot larger than the element size you see on the tooth. Your last picture show the affect, although 50.0 m is obviously too large. Maybe 0.4m would be more accurate. You can set a smaller local "edge size" on the edges around the circumference where the teeth are.