The config file /etc/sudoers list, who is allowed to run which commands as which user.
On ubuntu this file contains a line allowing all users of the sudo group to run commands as the root user.
To check which users are in the sudo group you can type getent group sudo. You can also check the groups of your current user by typing id.
Probably your current user is not in the sudo group and is therefore not allowed to use the sudo command.
Log in as some sudo enabled user if you want to run sudo