The Origami Forum

Hello! I'm new to Origami and am aiming to make a large dragon egg / magic ball.

I'd like to use a 40cm x 20cm rectangular sheet, but haven't been able to find any for sale.

Will I need to buy a roll?

Welcome to the Forum!
You don't need to buy a roll because you can find A3 sheets of printer paper (29.7cm*42cm) in most office supply stores. If you want paper that's better than printer paper you can buy a roll of wrapping paper, or you could order online on sites like Origami-Shop, but printer paper should be ok for that model.
Happy Folding!