Because of its spawn in large clusters, Obsidium Ore is relatively easy to get. However, it requires a Nightmare Pickaxe / Deathbringer Pickaxe, meaning that the Brain of Cthulu or the Eater of Worlds must be defeated before obtaining Obsidium Ore is possible.
Obsidium Ore requires a Hellforge to smelt the ore into bars, so you will also need to pay a trip to the Underworld.