This type of cable has a female DB9 connector on one end and a male RJ45 plug on the other. It is used to connect to the serial console of older Cisco devices and Sun gear, among others.
* According to official Sun manuals this pin ALSO needs to be connected to pin 5 on the DB9 end. According to some other documentation I found it is not necessary to connect it at all. I didn’t connect it and the cable works fine for me.
For the ethernet cable, it is important to use a regular one. This is also called a patch cable or straight-through cable. It is the type you would usually use between a server and a switch, for example.