I have been wondering why yarn isn't sold in ready-made spools like thread. It really should be an industry standard. Instead, yarn skeins come in all shapes and sizes like twisted rolls, donuts, balls and the more common roll. If you work slowly and carefully you can knit the yarn as is. However, it is advisable to spool the yarn first before starting or it will get entangled mid-way and hours will be spent unraveling.
Electric or manual yarn ball winders are commonly found in the knitting section.
And if you prefer something more artisanal, there is this foldable spooling umbrella.
I still like to use cardboard or plastic bobbins to wind my yarn around. If the basic versions sold in craft stores don't excite you, Etsy sells really adorable novelty bobbins.