"No fortunes found" error
The package fortune (or fortune-mod) only contain the program to display the fortune cookies, not the cookies (texts) themselves.
You need to additionally install a fortunes* package. Which ones are available for your system can be easily checked with the command apt-cache search "^fortunes". On my system, the output is:
fortunes - Data files containing fortune cookies
fortunes-bg - Bulgarian data files for fortune
fortunes-bofh-excuses - BOFH excuses for fortune
fortunes-br - Data files with fortune cookies in Portuguese
fortunes-cs - Czech and Slovak data files for fortune
fortunes-de - German data files for fortune
fortunes-debian-hints - Debian Hints for fortune
fortunes-eo - Collection of esperanto fortunes.
fortunes-eo-ascii - Collection of esperanto fortunes (ascii encoding).
fortunes-eo-iso3 - Collection of esperanto fortunes (ISO3 encoding).
fortunes-es - Spanish fortune database
fortunes-es-off - Spanish fortune cookies (Offensive section)
fortunes-fr - French fortunes cookies
fortunes-ga - Irish (Gaelige) data files for fortune
fortunes-it - Data files containing Italian fortune cookies
fortunes-it-off - Data files containing Italian fortune cookies, offensive section
fortunes-mario - Fortunes files from Mario
fortunes-min - Data files containing selected fortune cookies
fortunes-off - Data files containing offensive fortune cookies
fortunes-pl - Polish data files for fortune
fortunes-ru - Russian data files for fortune
fortunes-spam - fortunes taken from SPAM messages
fortunes-ubuntu-server - Ubuntu server tips for fortune
Install those packages that interest you, usually you want fortunes-min (small package of about 60 kB with few fortune cookies) or fortunes (larger package of about 1 MB with over 15,000 cookies).
The others are either localized (German or Spanish cookies for example) or cover a specific topic only (e.g. spam or offensive). You may of course install multiple fortunes packages.
If you install a language package, these are installed on a subfolder of /usr/share/games/fortunes/ so you may need to prefix it to the database name:
fortune -e -s es/asimov.fortunes ubuntu-server-tips
Oh, and don't forget: fortune works best in combination with cowsay! :D
$ fortune | cowsay
_____________________________________
/ A handful of patience is worth more \
\ than a bushel of brains. /
-------------------------------------
\ ^__^
\ (oo)\_______
(__)\ )\/\
||----w |
|| ||
As far as I know, the fortune-mod package only contains the server/engine, not the fortunes to serve. You need to install a package containing actual fortunes as well (try fortunes-min)