Serger Thread Question

I was given a serger for Christmas, my first one. I know from watching someone else use one that it uses those large cones of thread instead of the spools that sewing machines use, But where do I buy them? There aren't any local craft stores around where I live that cater to sewing that isn't quilting, so I don't think I'd have luck asking them. Are there bigger stores you go to, or will I have to order online?