A potentiometer is a variable resistor controlled usually by rotating a shaft. You've seen them, I'm sure - old style volume control knobs are potentiometers. You can get them at radio shack or just about any on-line electronics parts store. Go for a linear taper potentiometer (not logarithmic, which are meant for audio controls) with a top end resistance of 10k to 100k ohms. Much lower resistance will draw more current than needed, and too high will begin to lose some of the range to the internal resistance of the analog I/O port. Most potentiometers with less than a one-turn range have the brush (moving piece) on the central terminal. From an analog I/O port, wire ground to one end terminal, 5V to the other end terminal, and the input to the brush.
Here's an example for less than a dollar (before shipping).