If you used the installer (dmg) permissions for the application will be managed for you and apps you create through splunk web will be permissioned appropriately for the user who started splunk (just tested on 8.0.1) and will ensure splunk starts as the correct user (yourself)
If you installed Splunk with the tgz file, you will need to manage your permissions manually, and may need to take additional steps to ensure the permissions on your installation are corerect.
If you configured Splunk to start as another user (splunk perhaps), applications you add with splunkweb will be owned by that user. You will need appropriate rights (or sudo) to access files/folders you do not own.
If this is a dev/test instance - the dmg installer is far simpler (IMO) and splunk will run as you