If you go into an art or craft store, you can buy pre-stretched canvases and (sometimes) primed panels. You can also buy the stuff they use to prime them, which is usually labelled "gesso." It's not actually gesso in the technical sense; it's really acrylic primer. Acrylic primer is excellent as a ground for acrylic painting. As a ground for oil painting, some people like it, but many find that it's rough on brushes and "chattery." By that I mean that paint doesn't spread very well.
Actual gesso has been used since the Middle Ages as a ground for painting. It's made from hide glue and an inert white pigment such as chalk or gypsum (it may also have a stronger white pigment such as titanium white added for brightness). Traditional gesso is a good alternative to acrylic primer if you are painting on panels (it's too brittle for use on canvas). You can make it yourself, but if you'd rather not go through the trouble, the best commercial gesso panels I know of are made by these guys:
Their panels are excellent for oil, egg tempera, or tempera grassa. They are made with 1/4" tempered hardboard spray-coated with gesso made from hide glue, powdered chalk, and titanium white. A 16 x 20" panel currently costs $20.80 USD, which is quite reasonable. They sell a variety of sizes and will custom cut for no additional fee. Smaller "plein air" panels on thinner hardboard are also available, as well as oil-primed linen glued to hardboard.
They will send you a sample for free if you ask. If you've been painting on generic primed canvas or making your own supports with acrylic primer, this is a real step up.
In a later post, I'll provide instructions for making your own gesso panels.