Originating from France, andouille is a specialty smoked sausage made from pork "chitterlings" (pork intestines) with other typical ingredients including onions, wine, and pepper. The Cajun version is what you find in the U.S. is spicier than the original French sausage.
Depending on where you live this may be challenging to find. Some Walmart stores stock it. If you can't find i locally there are many online sources. One, older, reliable company is the Cajun Grocer. They stock a whole line of traditional Louisiana foods.
If you don't have andouille sausage then your best substitutes will be:
According to the late Chef Paul Prudhomme, the best and easiest to find alternative is Polish Sausage (Kielbasa.) You can add a little cayenne to the dish to give the missing heat.