Substrate (or litter) is the stuff on the floor of the cage
Sawdust isn't suitable. Some people call wood shavings "sawdust" though. There are a number of different good substrates these days. In the Uk Fitch is popular (recycled food grade paper) or hemp substrate. Some people like Carefresh (I think Fitch is better and cheaper!). In the US similar ones are Boxo (recycled cardboard/paper) and Kaytee clean n cozy. If pine shavings are used you should check that they are kiln dried and dust extracted. In the Uk they are kiln dried by law. In other countries you need to check the packet - if it doesn't say they are then they aren't!
Cedar shavings are a big no no - and pine shavings that aren't kiln dried are a big no no.