role does not exist

I have successfully installed PostgreSQL on a Ubuntu Linux machine. However right off the bat I type ‘psql’ and I get the error: ‘role “xxxx” does not exist’. Where xxx is the user name logged in. How do I overcome this hurdle. Right now all of our data is on a Windows SQL Server. Can someone give me step by step directions on how to import the databases from SQL Server. Actually I only want a few tables in the database. Hints?

Thank you.