Queue, if you don't have any wood handy, you can go ahead and season your CG without it. At this point, the main thing is to get the paint cured on the outside and start the process of getting the inside thoroughly seasoned. The second part happens over the course of several cooks. So, the initial seasoning is really just the first step. It takes a while to get that nice black interior. Thus, if you don't have any wood handy, you'll still be OK. The wood you use during the first half dozen or so cooks will do what you want it to do in terms of seasoning your CG.
You can usually get hickory (at least around here) at WalMart, Lowes, Home Depot, Target, Ace Hwd, and most of the larger grocery store chain stores. A small bag of chunk will get you started. Also, using one of those sources will give you time to look around for the best bargain for larger quantities and/or other varieties of wood that you may want to use.
I followed the instructions that came with my CG. Here's a link to their instructions. http://www.chargriller.com/tips.html
Hope this helps. Good luck getting everything squared away for your first cook.