If you go to:
System-->Administration-->Users and Groups
Then go to:
Edit-->Preferences and uncheck "Hide System Users and Groups". Sudo is a User group, so, if it's there it will show up, but, I like to see something other than a blank screen when I'm adding groups.
Then close that window and go back to the User Manager.
Click on Add group, type in sudo, check the box so it automatically assigns a user number. Hit OK, then:
Click on Groups, then double click on sudo to bring up Group Properties. Check off your user name, and then exit Users and Groups and you should be good to go.
There's probable and easier way to do it trough the terminal, but, it's easier to step you though it (for me anyway) this way.
BTW - I can't believe Fedora made it this hard, and also, why wasn't sudo placed in the groups to start off with, it seems to be installed by default. Fedora is my current distro, but sometimes the decisions they make aren't that user friendly and seem to point towards enterprise use (well, Red Hat does come from Fedora). Sudo group should be there, then, you should just have to add it to the user. Oh, well, I hope this helped. If it didn't, let me know. I'm still working on my first coffee.
Edit: You username is Sudo? That could be confusing, but to each his/her own.