The most famous "typical" Dutch thing is a CLOG - the wooden shoe. They are sold everywhere, typically lacquered and adorned with some pretty designs. Another popular souvenir is a Delft white-and-blue ceramic. There are also models of Dutch ships and mills.
There are plenty of shops near the train station and along the Damrak.
Holland is all about wooden shoes (clogs), Delftware, tulips, t-shirts, chocolates and of course cheese!! So, don't leave that country without buying any of the above-mentioned items :) or you'll be sorry!!!