check that is these data is in your phone storage or in your SD Card External Storage. Because sometimes SDcards become Write Protected and sometimes it will happen when your SD card have some virus. Clean and Format your SDcard from Windows PC by card reader.
If write protected data files are in your phone's internal storage then simply first backup your important data and then Factory reset the device from settings or Hard Reset it. But make sure you have all the data and Factory reset protection is turned off before hard reset.
may this info will help you.