ry,
I got it in a spool mixture from cabelas when I first started tying. It has floss, wire, tinsel, and poly yarn.
I think uni brand has a product called uni-floss.
It is flat and made up of tiny strands of fiber. I think most threads would work, but this builds up faster and has better color imo.
Many materials will work, and I'm sure you have plenty of stuff around that will substitute (yarn, thread, etc.). I like the very bright stuff though. More drab colors don't show the contrast with the mark as well.