Gochugaru is a coarse-grind Korean chile powder made from dried Gochu chiles. This chile powder is used in popular Korean dishes such as kimchi and bullgogi. The chile has a distinctive flavor but the heat is not overpowering.
Unless you have access to a Korean grocery store then you're apt not to find this Korean ingredient at your local grocer. You can find it online at several spice shops as well as at Amazon.com
If you can't find gochugaru, Aleppo pepper is an excellent substitute but still tricky to find. To replace the heat you use chile de arbol powder but you'll want to use less because it is hotter.