UFW (Uncomplicated Firewall) is the default firewall (iptables) configuration tool for Ubuntu and while it's a great tool, it might scare those not very familiar with the command line.
Here is an overview on howto use ufw the Uncomplicated Firewall. Lets turn UFW on:
sudo ufw enable
When you initially turn the firewall on, it is in ACCEPT mode, and will accept everything incoming and outgoing until you make rulesets.