hgeditor is a script distributed with Mercurial in the examples/ directory (installed to /usr/share/doc/mercurial/examples/hgeditor on some Linux distributions). By setting the HGEDITOR environment variable, a user may cause the hgeditor script (or a customized copy of it) to be called when files are committed.
If an hgeditor script was not included in your Mercurial distribution, you may also find it here.