Odoo has a user group concept that, if you Google for errors, crops up all the time. Odd that when you first run Odoo, you can't assign users to groups.
The answer is you have to give the Administrator user the "Technical Features" feature in Usability. Navigate to Settings > Users, click Administrator, click Edit, check the relevant box, click Save, and finally refresh.
If you Google for it, there's hardly any information on the subject. However, Odoo is quite happy to occasionally tell you what groups you need to be a part of in order to access something.
User groups are access control, so it's common that you'd want to create levels of access and assign the user to them. I first discovered an issue with this when trying the Project Management module - trying which was the entire point of me running Odoo 8 in the first place. (I can't reproduce the problem now that it's a new year. Maybe Odoo's NYR is to be less whiny.)
1 I recommend the Debian version, since Ubuntu is just Debian with extra, irrelevant stuff bundled in, making it not entirely useful to have an Ubuntu version in the first place. Licensing is probably involved.