ashes

We save the palm leaf all year and return it to be burned, and that is where the ashes come from for the forehead.

People laid palms to cover Jesus's path as he arrived in Jerusalem (Palm Sunday), just days before he was crucified (Good Friday).

Because the palms have been blessed by a priest, instead of throwing them out, they are saved until the next year to create ashes for Ash Wednesday. Sacramentals like the blessed palm leaf must either be buried or returned to be burned.
 
Catholic priests started putting ashes on foreheads every Ash Wednesday at least as early as the 8th century, when the practice can be found in the Gregorian Sacramentary (a book with directives for the liturgy).

That’s simply the earliest recorded date for doing so—it’s likely a much earlier tradition.

Fr. Curtis, FSSP, said that only the catechumens received ashes in the beginning, but already-baptized Catholics liked the practice and petitioned the hierarchy. One side of the church had a perfect cross on the forehead. Fr. Schwab, FSSP, has a talent for dusting.

When the priest marks the sign of the cross on your forehead, he says...​

Latin root for pulverize is pulvis, dust.