Getting jenkins communication issue with docker daemon

Hi there @Alistair_KodeKloud I have hard finding about setting up jenkins pipeline with docker agent. Since I have followed these steps from the docs here, and when I try to follow the steps from ur video, I am failing to create a label docker agent.
While during my investigation, I created a pipeline, but refused to build due to a failure. Here is my below pipeline script

 pipeline {
    agent any
    stages {
        stage('Build') {
            steps {
                echo "Building.."
            }
        }
        stage('Test') {
            steps {
                echo "Testing.."
                sh '''
                git version
                '''
                sh "docker version"
            }
        }
        stage('Deliver') {
            steps {
                echo 'Deliver....'
                sh '''
                echo "doing delivery stuff.."
                '''
            }
        }
    }
}

Build error as

[Pipeline]
+ docker version
Client:
 Version:      17.05.0-ce
 API version:  1.29
 Go version:   go1.7.5
 Git commit:   89658be
 Built:        Fri May  5 15:36:11 2017
 OS/Arch:      linux/amd64
Cannot connect to the Docker daemon at unix:///var/run/docker.sock. Is the docker daemon running?

FYI, on my ubunto host m/c, I can run docker version successfully.