What is the difference between HDMI and VGA?

HDMI cables generally support the transfer of both video and audio, while VGA cables only transfer video.

What monitor cable should I have?

It all depends on what the ports on your computer and monitor. Then it also depends on whether you want to transfer both video and audio, or just video.

Screen cables

To link your computer to the computer monitor, you need to use a monitor cable. The monitor cable you should use depends on the ports on your computer and monitor, and whether you want to transfer both audio and video.