This is usually caused by incorrectly setting up permissions related to running Wireshark correctly. While you can avoid this issue by running Wireshark with elevated privileges (e.g. with sudo), it should generally be avoided (see here, specifically here). This sometimes results from an incomplete or partially successful installation of Wireshark. Since you are running Ubuntu, this can be resolved by following the instructions given in this answer on the Wireshark Q&A site. In summary, after installing Wireshark, execute the following commands:
sudo dpkg-reconfigure wireshark-common
sudo usermod -a -G wireshark $USER
Then log out and log back in (or reboot), and Wireshark should work correctly without needing additional privileges. Finally, if the problem is still not resolved, it may be that dumpcap was not correctly configured, or there is something else preventing it from operating correctly. In this case, you can set the setuid bit for dumpcap so that it always runs as root.
sudo chmod 4711 `which dumpcap`
One some distros you might get the following error when you execute the command above:
chmod: missing operand after ‘4711’
Try ‘chmod –help’ for more information.
In this case try running
sudo chmod 4711 `sudo which dumpcap`