Sudo is to execute root commands as user.

On my Wheezy Desktop version sudo was more configured than on Debian Squeeze, maybe because is Gnome or there is a package update. Curiously Jessie comes without the program and you should install it by yourself.

# apt-get update
# apt-get install sudo

On Jessie, simply add an user to sudoers but before just backup file.
# cp -dpR /etc/sudoers /etc/sudoersBAK

# nano /etc/sudoers
Add an user below the root user record:
esteban    ALL=(ALL:ALL) ALL

Show my user groups:
$ id

Save changes and restart sudo service:
# /etc/init.d/sudo restart
Or use the new systemd method instead of sysVinit:
# systemctl restart sudo.service
Or use new systemd command supported by systemd:
# systemctl restart sudo

Check personal user configuration:
From root:
# sudo -l
From user:
$ sudo

Output from user esteban:
User esteban may run the following commands on ProLiant:
    (ALL : ALL) ALL

First time you use sudo the root user (you or whoever he/she is) has to type the root password to let the use execute root commands as user.

Test the command (See.. as user):
$ sudo apt-get update
And should work.
