Mylar is a polyester film with a metalized reflective coating. It was developed in the 1950s by DuPont, under contract by NASA, for use in the space program. Among other industrial uses, Mylar is most commonly used as a material for making balloons as well as lightweight emergency blankets often found in first-aid kits.
Rolls of Mylar, similar to rolls of wrapping paper, are sold by just about every hydroponics store for the purpose of lining walls to reflect light onto plants. Other than that, it is not readily available in stores as a consumer good. So, don't expect to be able to find it at your local WalMart. Unless you've got a local hydroponics shop near your home, you'll need to order it online.