Want to know something? It took me 4 hours to get Lazarus running and able to build apps happily on Ubuntu. It's very particular about the order you install everything in, and you should have the sources installed too or it won't work properly.

What I suggest (Haven't installed it in a good month or so, so I don't remember the exact order)

1. Install FPC Compiler
2. Install FPC Sources
3. Install FPC Docs (May not be necessary)
4. Install Lazarus IDE
5. Install Lazarus Sources
6. Install Lazarus Docs (Again, docs may not be necessary but will probably help sometime)
7. Run Lazarus for the first time and check its paths to make sure they are correct as well.
8. Create a simple, 1 form 1 button (or similar) project. To test if at least something is working (hey, if you got the IDE to work by now congrats already), double click the button on the form. Double clicking the button will add an on click event to your sourcecode, and if it gives you an error here it means you didn't install the FPC/Lazarus sources in the right order or at all.
9. Compile it. If it doesn't work, check your paths first. If you're sure they're all right, then sorry, Lazarus + Ubuntu isn't easy to get setup happily

Hope this helps.