The main problem with Pepakura models is that, since they are made to be printed on paper, they are only a surface. They have no thickness or volume. This means that there is not actually anything to print (i.e. the printer has nothing to fill in).
There are a couple ways we can give the model some thickness. I'll go over doing it automatically, and a couple of manual methods for different situations.
The easiest way to do this is with the Solidify modifier.
Select your object, then go to the Modifiers tab of the Properties editor.
Click Add Modifier and then choose Solidify from the Generate section.
Increase the thickness to whatever you think is best. I think 3.0 is a good starting point.
If you want to make the changes permanent, you can hit Apply. This is not really necessary, though. You can leave it as is, which will allow you to edit the modifier later.
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