Storage space in question is on our deed but occupied by someone else who claims they bought the space from a previous owner.

We have a condo unit we bought as a foreclosed property. Our broker did not inform us that this unit came with a separate storage space. We looked on our deed and found that we in fact did have one. Since we didn't have keys, we called a locksmith who came and opened and changed the locks. We discovered that there were someone else's belongings already in there. We left a note for the person to call. They called and said they bought the storage space from a previous owner. But they have nothing but a canceled check as proof. From my understanding, you need to have a separate deed on the storage unit if this were the case? They are threatening to sue us. As far as I know, this storage space belongs to us. We have contacted the HOA who refuses to get involved in the matter.