Then you should either apply root:root as an owner for the storage and the identity folders and remove the --user... option from your docker run command, or finish the docker setup (actually only adding your user to a docker group would be enough, but you need to re-login) and run it without sudo. In the latter case you also likely would need to change the owner to your user:
sudo chown $(id -u):$(id -g) -R /mnt/storj/storagenode