Linux: 'Username' is not in the sudoers file. This incident will be reported

Both the above answers are correct as far as they go but it is easier to add your user to the sudo group in debian based systems (Ubuntu, kbuntu, debian, etc) and the wheel group under RedHat based systems (RedHat, Fedora, CentOS, etc)

usermod -a -G sudo user
or
usermod -a -G wheel user 

Open file

su root 
nano /etc/sudoers

Then add the user below admin user like below syntax.

user_name ALL=(ALL)  ALL