If you access your media files using [https://wiki.amahi.org/index.php/Mount_Shares_Locally locally mounted shares] (eg if you are a [https://wiki.amahi.org/index.php/Greyhole Greyhole] user as suggested above), you will need to change the permissions of your plex server user.  The Plex Media Server is run by a special user <i>plex</i> who doesnt have access to the local shares by default.
for <b>Ubuntu</b> 
To fix, open terminal as root user and type:
 sudo usermod -a -G users plex