Sashiko thread is made of cotton, and is relatively thick and matte. Unlike embroidery floss, it is spun so that the threads cannot be separated; it is used as is.
These are 20 m skeins of thread; the price is for 1 skein. When you remove the label, there is a large circle of threads bundled together at one point. Cut at the tie, and then you can twist or braid the threads and pull them out one by one from the top. This avoids knots, and the length is suitable for sewing.
Sashiko thread is slightly more "fluffy" than embroidery floss, and adheres neatly to the fabric you are sewing into, blending in over time as an integrated part of the material.
To learn a little more, you can watch this video, which is an introduction to the technique and equipment.
Search for sashiko on YouTube to find even more! There are also dedicated sashiko groups on Facebook, for example, and several handicraft associations offer sashiko courses, so check a handicraft association near you if you're interested! The book Mending Matters also covers some sewing inspired by Japanese handicraft techniques, and The Ultimate Sashiko Sourcebook goes into more detail on how to draw and sew many different patterns, etc.
Needles and thimbles for sashiko can be found here :)