Celery Seeds are the seed of the lovage plant, also known as wild celery. Celery seed is used to flavor pickles and some stews and salads. The seed has a very strong flavor so it should be used sparingly. Most of the celery seed comes from India.
This is a very common grocery store item so you should find it at you local grocery store. Some stores like Whole Foods sell it in bulk so if you just need a little (or a lot) that is an economical way to go.