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#11
Just a play on words. Su stands for Super User otherwise know as root. Do stands for do. Sudo is a program in Linux that allows a user, Super User privileges, without logging in as the Super User. In Linux to make many system changes you must be logged in as root or you can use sudo. Sudo is used as a security measure to protect the system. Sudo allows you to make changes but it can't do everything that root can. Generally speaking, you shouldn't log in as root unless you need to.
If you haven't played with Ubuntu much you should check it out. It isn't a replacement for Windows but it can do some really cool stuff and it's free. Believe it or not, but a lot of the time when Windows in broken, I boot into Ubuntu and it shows me things that I can't see in Windows.