Bake the AO to add Grunge

Trying to follow along with tutorial I've done everything EXACTLY as he decribes every step of the way --however at only 35 seconds in when I try to "Bake the AO" I get an error message "No active UV layer found in the Object Suzanne" --what didn't I do right?

• You must first UV unwrap the object. For the purposes of baking all you probably need to do is enter edit mode (Tab) and press U> Smart UV Project or Lightmap pack. – gandalf3 Nov 11 '15 at 21:20
• You'd think he could have put that in the tutorial huh? Thanks. – Marc Nov 11 '15 at 22:14