In most desktop cases you don't need to have a firewall. When you use a router at home, it does already quite a job -- for example, it does network address translation (NAT) such that you only have a local IP -- not reachable from the Internet.
Also, Ubuntu does not open any ports out of the box, so that there is no real danger of anyone trying to hack into your SSH.
Finally, all firewalls actually are different interfaces to the same thing -- the iptables of the Linux kernel.
You really need a firewall if your machine sits in a LAN, with an IP visible for the whole world and you need to open up some ports (for example, you run a server, be that a test web server installation or an SSH server).
Furthermore, a firewall is very useful if you want to limit which addresses are allowed to use an open port on your machine (e.g. you only allow the IP of your lab workstation to connect to the SSH port of your home computer).
Of course, you might want to learn iptables one day :-) However, in that case, learn the iptables and networking first, and then use one of the alternatives which make the life of a network admin easier.