The problem is not on gpg keys, it is the ppa you added— resulting on those error. To get rid of the problem, you need to remove the ppa.

sudo rm /etc/apt/sources.list.d/docker.list
sudo apt update

Provided you have install the right version, one also can remove it manually from the file, thus diminish the possibility of any error.

sudo find /etc/apt -name '*.list' -exec grep -i 'download.docker.com' {} \; -print

Will give you file containing download.docker.com, to which you can remove the problematic line from said file.