HUDs have been built into a lot of cars from the past maybe 10 years. There's usually a small screen buried in the top of the dashboard, and a semi-reflective area on the glass (you can often see this reflective spot from the outside of the car). The better kind will be angled such that it appears to be floating much further from your eyes than the glass; often almost at the nose of the car.

Will show speed, likely lane position if the car has sensors for that, and next-turn information if you're using the onboard navigation (no love for Carplay/Android Auto here, sadly).

(And before anyone says "sure, if you're driving a $100,000 Mercedes", I rented a 2023 Mazda that had a basic speed/navigation HUD, it's definitely showing up even in mass-market vehicles)

Low-cost aftermarket options are available though, usually in the form of a small LED/LCD display you stick to the dashboard (similarly reflecting, which may or may not require a sticker applied to the glass), and either reading speed from the car's OBD2 port, or with its own internal GPS. Ones that use OBD2 may include other information like RPM, etc.

It's not pretty cool. Hglding a speed is a basic driving skill we have to learn to meet the UK National Standard for Driving Cars and it's shocking if it's not elsewhere.

Maybe I'm being an asshole, but not as much as someone speeding and massively increasing the probability of killing anyone they may hit.

Others have answered about HUD in detail.