If you want to use ‘su’ then you need to set the password first.
I will say, i recommend just using ‘sudo’ where possible. You should not get into the habit of running su all of the time.
But anyway. To set the root / su password, type sudo passwd root, enter your current password, then enter the ‘su’ password you want.
You can also remove the ‘su’ password using sudo passwd -d root. Just saying.