boop's questions

I've followed this tutorial on installing aircrack on Ubuntu 14.04: https://www.youtube.com/watch?v=xdvGZlUzfRs&src_vid=OF0UjeoTXoI&feature=iv&annotation_id=annotation_1882595149

I had to tweak a few things to get it to download successfully, but here is what I'm having issues with (and what I can't find a solution for):

This command:

sudo airodump-ng mon0

of which I get the error:

Interface mon0:  
ioctl(SIOCGIFINDEX) failed: No such device

The command iwconfig shows:

eth0      no wireless extensions.

lo        no wireless extensions.

wlan0     IEEE 802.11abg  ESSID:"nameofmynetwork"  
          Mode:Managed  Frequency:5.765 GHz  Access Point: 05:B1:51:42:A1:5D   
          Retry  long limit:7   RTS thr:off   Fragment thr:off
          Power Management:on

Regarding mon0, what is it? I tried some solutions, such as killing processes and updating to the latest aircrack, but I still receive an error.

Any help is appreciated!

Here is a screenshot

I have no idea how to disable this menu from popping up. I have no idea what it's even called. It pops up frequently and it is ruining my life.

Thanks for your help!