Obsidian block appears in various biomes that have Lava. It is always present in the core layer of your first Garden planet (it has Lava lakes/puddles and the Unrefined Conglomerate blocks, and these blocks turn into Obsidian when they come in contact with Lava).
Many planets can (with 33% chance) have an Obsidian Core Layer biome (which has extreme quantity of Obsidian).
Pouring Lava on some stone-like blocks turns them into Obsidian (see "Liquid Mixer" section below for the list).