sudo is a Linux command. It is used as a prefix for other commands. You use it when you are trying to do stuff you aren't supposed to be doing, like messing with system files, or installing malware. sudo, I suspect, stands for 'super user do', meaning the god of this computer installation is authorizing the execution of whatever command follows. It is not completely trusting however, it will ask you for the password in order to verify your godliness.
Via the FOSS newsletter. I still haven't figured out what FOSS stands for.