Galaxia is the name of Meta Knight's sword. It's never called this in the video games (excluding, arguably, Super Smash Bros. Brawl), and was just named Galaxia in the Kirby anime. In Super Smash Bros. Brawl, Meta Knight's Final Smash is named Galaxia Darkness.
The sword itself is used in every game that Meta Knight appears in. It's his most prominent blade and Kirby can come in possession of it by copying Meta Knight after he defeats him.