Really important note here if you're running an Ubuntu older than Bionic (18.04). If you're running tmux 2.1 or older, and you probably are, basically no advice you read online about tmux will work..for anything.
tmux -V is an easy test for this. If you see 2.1 or older, you can build tmux from source, or you can add an unofficial repository. I updated my tmux with:
sudo add-apt-repository ppa:/hnakamur/tmux
sudo apt update
sudo apt upgrade
Personally, after upgrading to 2.6, 1) my keys are working better, 2) online advice actually works, 3) my colors are not insane. Big improvement.
(Here's a link to the repository page, btw): https://launchpad.net/~hnakamur