Sudo is an alternative to just typing in su and your password to get root privilages. You put sudo infront of the command you are going to excecute that needs root privilages. Example: usually you would install VLC like this:
This way when you use sudo it will only ask you for your password once and if you use the same terminal to do your stuff then if you use sudo again it won't ask you for your password so if you would like to install another program after VLC you don't need to type in your password.
If you want to do it then just open a terminal and type in:
That's it! Well not all of it. If you want to use sudo without it asking you for you password period even on the first command then just put "NOPASSWD:" before the 3rd "ALL". So it would look like this: