By default, generated identity is not protected with any password, that is password is an empty string. If You want to generate a password protected identity, add --identity.passphrase to the docker command:
# docker run --cap-add NET_ADMIN --net host --name myst -d mysteriumnetwork/myst service --identity.passphrase=your_passphrase_here
If You have multiple identities, You can choose exact identity using --identity option. If no identity exists, new one will be created automatically.
After node restart, if no --identity option is present, last one used will be reused.