What is the material of the needle that they shoot with the gun when you get your ears pierced? Where do they sell them?

That's the "ear piercing gun" also called "stainless steel ear gun" or "piercing gun". Generally can be bought in the jewelry tools and equipment stores, such as selling jewelry grinding and polishing engraving tools, or tattoo piercing tools and other instruments, and even sales of medical equipment. Prices range from tens of dollars to hundreds of dollars, depending on the brand and quality, but the general steel content is questionable, imported brands is another story. Ear piercing is an injurious medical cosmetic treatment, which is dangerous and can cause accidents if you don't have the relevant knowledge and skills, so please be careful. Every year, the Consumer Council receives countless similar medical cosmetic accidents. In addition, you can also go to the hospital to learn about laser piercing, by for multiple parts and (unknown) sensitive people.