Gochugaru is a dried, ground red chili powder - the coarse grind is less a powder and more flaky.
I will admit that when you are looking at a few tablespoons of gochuragu in front of you it is tempting to freak out and draw a flavor heat association to cayenne. Gochuragu is a much more subtle heat with a smoky, earthen richness.
As with many ingredients that you probably won’t find at your local grocery store it’s worth seeking out a local asian market preferably a Korean market. If you find a local source of kimchi Gochuragu is close by - it’s the principal seasoning - the vibrant red flakes that permeate kimchi.
If you can’t find gochuragu locally then either source it from hmart or as always Amazon