Joule thief question
A ferrite core, is something you put in the centre of your coil (a core) made of ferrite (a ceramic with particular magnetic properties). Ferrite has a very high permeability (it can very easily be temporarily magnetised by an external field), and has a high saturation level (it can be magnetised a very great deal).  

You can buy ferrite cores (or coil formers) in lots of places, or you can recycle one from some other piece of equipment. The lumps on computer cables are hollow ferrites.

Your joule thief will run at relatively high frequencies so soft iron cores (that are used in low frequency transformers) won't work very well.

you can read about ferrite cores on wikipedia: https://en.wikipedia.org/wiki/Ferrite_core https://en.wikipedia.org/wiki/Ferrite_bead