Q:

Why does su fail with "authentication error"? 

I tried to su to root so I could install lights, but I get an authentication error when I try:  
user@host:~$ su
Password: 
su: Authentication failure

A:

The root account is disabled by default in Ubuntu, so there is no root password, that's why su fails with an authentication error. 
Use sudo to become root:  
sudo -i  

A:

If su doesn't work, I do this (in bash):
user@host:~$ sudo bash
root@host:~# su
root@host:/home/user# 

Voila!  You are now root! 
A shortcut for this would be sudo su.  In this case given that you are a member of /etc/sudoers with all privileges, then you would only need your user's password. 

A:

You are getting Authentication failure because you are trying to become root which is disabled by default in all versions of Ubuntu.  This can be easily circumvented in two ways:

Enabling the root account.  This can be achieved by setting up a password. 
Instead of su use sudo -i or better yet, append to any command sudo in the way of:
sudo apt-get update
[sudo] password for braiam:

I wouldn't recommend enabling root, since it could raise a security concern, for example, if you use any service exposed to the web.