You should have set things up while installing Ubuntu,meaning you've been prompted for username etc.
...should work,but if you're somehow logged in by some other username which is not ( as already said ) in etc/sudoers
then things won't work.So you have to edit that file and add yourself to it by adding a code line in it.Example how it should look is;
brookshire ALL=(ALL) ALL
With this code and by using su
you'll have permanent root privileges.
To edit etc/sudoers file use command;
should help you out.