Sourdough is a bread product made by a long fermentation of dough using naturally occurring lactobacilli and yeasts. In comparison with breads made quickly with cultivated yeast, it usually has a mildly sour taste because of the lactic acid produced by the lactobacilli. Sourdough breads require the use of sourdough starter, which provides the "tang" and special flavor that sourdoughs have. One common method to obtaining the starter is to simply make your own.
I found that making your own starter is not that hard, but requires some time commitment to feed and nurture your starter to prepare it for use in your recipes. There are lots of different recipes and methods available on line that can help you. Not all are exactly the same process, but you will end with a suitable product to use in your sourdough recipes. The process is fairly simple, with preparing a flour and water mixture and letting it sit to "ferment", with periodic stirring and feedings with more flour and water.
I bought a very inexpensive, used ceramic canister for next to nothing. I use this as my sourdough starter vessel. Sourdough starter cannot be made in an airtight vessel as it needs to "breathe" circulating air. The fermentation process will also release carbon dioxide. Keep a tight fitting lid slightly ajar or cover with cheesecloth or simply use a vessel with a lid that doesn't seal tightly. Fruit flies LOVE this stuff, and if there are any invaders in your home, they will head straight for it. (I make apple cider vinegar traps to take care of these invaders when they show up). A layer of cheesecloth or in my case, a sheet of paper towel under the canister lid, kept those opportunists out. It took about a week, but at the end, I had a good amount of ready to use starter. Follow your preferred starter recipe directions for storage of your finished starter.
King Arthur Flour has a great website for information on all things baking. Besides selling products, they have forums, a blog, recipes, videos and learning materials. It is an excellent place to get started. You can also look to other internet sources and books to get more information.
Below are two links to help you get started on you "starter".
http://www.kingarthurflour.com/blog/2012/04/05/creating-your-own-sourdough-starter-the-path-to-great-bread/
http://www.breadtopia.com/make-your-own-sourdough-starter/