$ sudo visudo
Look for line begins with Defaults, and append insults to the end.
Save it, and clear the sudo session (sudo -K), and try sudo with a wrong password. :)
You need to have root access to do that. So the first step to become root with the following command:
Now you can add a username to the list. For example:
ken ALL=(ALL) ALL
Save the file to complete the process.
Credit: Ubuntu Forum