When you install i3 on Ubuntu via apt-get install i3-wm, it should come with dmenu, but it doesn't.

Dmenu is a handy launcher that you can (by default) invoke with mod-d, then start typing the command you want to run (with dynamic completion) and press enter when the command you want is highlighted. But it won't work if you don't have dmenu installed, so be sure to do apt-get install dmenu.