Gochugaru (also known kochukaru) is a common ingredient used in Korean cuisine. Traditionally, it’s made from sun-dried red chilies and has a hot and slightly smokey-sweet flavor. The color should be a vibrant red and it adds wonderful depth and heat to things, probably best know in kimchi.
Any Asian grocery with a good Korean representation should carry gochugaru. Otherwise you can order it online. There really isn’t a great substitute, but if you must, you can use crushed red pepper flakes – just use a quarter of what the recipe calls.