Without more information, it's hard to say. I've tested Ren'Py on modern Ubuntu systems and it's never given me any problems.
Try the following: Go to the folder where you extracted the game, right-click anywhere in that folder, and you should see an option that says something like "Open the terminal here."
Click that option, and it will open the terminal with the path to that folder. Type:
./<name_file>.sh
Replace <name_file> with the correct name of your file and then paste the error message here. Let's see if we can resolve it.
EDIT:
Or paste the "Log.txt" file that renpy generate.