If you must, substitute peanut oil or some other oil. But you’ll miss the point entirely. Sesame oil is an important ingredient in many complex Asian dishes, is used more broadly in dressings and sauces, and with its high smoke point, is great for frying and sautéing. But the reason sesame oil is specified in recipes is because of its taste, for which there is no adequate substitute.
You should be able to find sesame oil in the ethnic food section of even quite modest supermarkets. There are also many version available online, including: