What chemical form is sodium mined?

Sodium isn't exactly mined. Sodium in its pure substance cannot be found freely in the environment. Sodium must go through a process of electrolysis (the process of shooting an electrical current through a substance) to break down the sodium compounds into pure sodium.

These sodium compounds are found in multiple places. They can be found in the ocean, coal/salt mines, and many other places. In fact about 2.6% of the Earths crust is made up of sodium compounds.