After you put your device 'wlan0' into monitor mode, it most likely shows up as 'mon0'.
check this by doing:
ifconfig after you put it into the monitor-mode. You should see something other than before.
check out Aircrack-ng, using airmon-ng to change to monitor mode for understanding what airmon-ng does.
so: 'wlan0' is not found, because it is no more a active device, since you put it into monitor-mode. just use 'mon0' instead.