In README and http://progrium.viewdocs.io/dokku/installation it is proposed to run installation command this way:

$ wget -qO- https://raw.github.com/progrium/dokku/v0.3.14/bootstrap.sh | sudo DOKKU_TAG=v0.3.14 bash

Dollar sign and sudo shows that this command should be run as non-root user. At the same time it is proposed to install dokku on fresh ubuntu box, i.e. with no explicitly created users.
When I followed documentation first time, I've manually created user 'dokku' because of these considerations, and tried to run installation command as this user, which is definitely not correct. As whole script is fed to sudo, it is the same as running everything as root.
So I'd propose to either modify this line to

# wget -qO- https://raw.github.com/progrium/dokku/v0.3.14/bootstrap.sh | DOKKU_TAG=v0.3.14 bash

or explicitly specify under which user it should be run.
Thank you.