A gamepad is an input device like the mouse or keyboard, only used with two hands. Or, as Wikipedia puts it
Wikipedia wrote:A gamepad (also called joypad or control pad), is a type of game controller held in two hands, where the fingers (especially thumbs) are used to provide input.
Usually one associates them with game consoles like the Playstation or the XBOX (or -- way back -- something like the SNES), but there also exist variants for use with regular computers, usually connected via USB. One of those is the "Xbox 360 Wireless Controller for Windows" which I use. Looks like this (although the black one is more common these days):

The two thingies pointed at with the red arrows are analog sticks. Think of them as tiny joysticks. Other than digital inputs (such as the colored buttons you see on that thing, or keyboard keys, or mouse buttons) those do not only support two states (pressed or not pressed), but the amount of "pressed" can also be detected, which makes them suited for flying something like the Crazyflie (you don't want it either flying in one direction with all its power, or not move it all, but you want to have more refined control, therefore -> analog inputs). You need two analog sticks (which equal four analog inputs, as they can both be moved up/down and left/right) to control the CF: With one stick you control in which directions it's moving (movement forward, backward, left, right), with the other you control the thrust of the motors and therefore its height (more/less => up/down) and in which direction it's facing (rotation left/right). For some pictures see
this entry in the Wiki.
You can get a gamepad like this at Amazon.com. I personally prefer something wireless such as the above Xbox 360 controller because it allows me to move with the CF, however wireless controllers are more expensive than wired ones (40 vs 20 bucks). You have to make sure to get one that has USB and is supported by your Mac. My understanding would be that any gamepad with a USB connector will be supported, but I might be mistaken. The Xbox360 for PC one seems to be supported via an additional driver, see
here. Less expensive options might even work out of the box. Your best option would probably be to go into a store that sells stuff like gaming consoles and computer hardware, they will most probably have gamepads as well, and then just ask the sells rep about Mac compatibility.
If you have one of those, you plug it in, install the drivers (if necessary), install the drivers for the Crazyradio and the Crazyflie PC Client (how is described
here), switch on your CF, connect to it and fly (you might want to remap the controls to your liking in the Crazyflie Client, some people prefer having the movement on the left and the height and facing on the right stick, that's called Mode 1, others prefer it just the other way around, that's called Mode 2).