It's certainly not a dim question, but the answer might be a bit complicated :)
The problem is that MacOS and Windows use different methods for storing information on a drive (the "file system"). A Mac uses a file system called HFS+ (sometimes called "MacOS Extended"), whereas Windows uses one called NTFS, however an older Windows file system called FAT32 is also usable. A Mac can read from and write to a disk formatted with FAT32, but can only read from one formatted with NTFS. The main restrictions with FAT32 versus NTFS are that the performance is a bit slower and with FAT32 you can't have an individual file that's bigger than 4GB (probably not a problem for most people). This means that most larger external drives are pre-formatted with NTFS.
So your options would be: a) If you're only using the drive with a Mac it would be easier to get a drive that's been pre-formatted for MacOS (not so common these days and possibly a bit more expensive, but I think LaCie still make some of their drives in both Mac and Windows versions or at least supply instructions on how to use them with both operating systems); b) Get any hard drive, connect it to your Mac and format it for MacOS using the Disk Utility application (Applications->Utilities); c) If you want to share files between a Mac and a PC you would need to re-format the drive as FAT32 (you can do this in Windows) or there is third party software that lets Macs write to NTFS drives.
It's honestly not as difficult as it sounds! You can buy the drives anywhere but most of them will be configured to work with Windows. An Apple store will sell you one that will work straight away with your Mac but they tend to charge higher prices than other outlets (e.g. Dabs). Feel free to pm me if you need any help :)
