STORJ is an ERC-20 token running on the Ethereum platform. In order to receive and hold your STORJ token payouts, you should use an ERC-20 compatible wallet to which you hold the private key yourself. Several options are available:
It is very important to note that an exchange address is not a valid address unless it is of the type that enables you to hold the private key yourself (decentralized exchange). You may also access a hardware wallet such as Trezor or Ledger Nano S from mycrypto or MyEtherWallet.