In Debian, by default, the sudoers file is not configured;
sudo will not work unless you choose to configure it use the
visudo command. You would need to use
su; see
man su for more. (As far as I know, only the *buntus and their derivatives rely on sudo out of the box.)
Also, by default, Debian boots to a GUI Display Manager. What did you do so as not to install a display manager? (I'm not criticizing, I'm just curious.)
If you are booting to the command line, you need to configure an .xinitrc file to start a GUI. Here's a HOWTO from the Debian wiki:
https://wiki.debian.org/Xinitrc
Alternatively, you could install a display manager.
https://wiki.debian.org/DisplayManager