The original battery is a special rechargeable button cell, which is hard to find. Most people seem to solve the problem by taping some rechargeable AAAs into the case. I'm sure there are YouTube tutorials for how to set it up.
Or you just take an extra 10 seconds to set the date every time you want to play your Dreamcast.
It's not that big a deal really...
In case you still want to replace it, the battery is located on the controller port PCB. Can't miss it. The right type is LIR2032, which is the rechargeable version of the CR2032.
Yes, you can find almost anything online, but you'd be hard pressed to find one in the battery aisle of a local store. They're cheap enough that buying one online means you'll probably pay more in shipping than the battery is even worth, which is a bit silly, but I suppose if you really don't like setting the clock...