When you work on a Mac, a software installation or the execution of a command may require « root » privileges. As Mac OS X is based on Unix layer, this user does exist despite being hidden. Here’s how to activate and assign a password to root user.
First of all, go to « System Preferences »:

Click on « User and Groups », then on the lock to allow modifications:

In the « Options » menu, click on « Join… » or « Edit… » then « Open directory utility »:

Click on the lock to allow modifications:

In the Edit menu, click on « Enable root user »:

Assign a password to the root user:

When done, check that the password is correct by using the su command in a console: