There are 2 models of the Odyssey 2. One has a regular RF connector, and there is the one you have. You're missing the original tv switch box that is needed to play. It's the only tv switch box that fits that weird connector.
You have another option though, you can open up the odyssey 2, unplug the original cable, and install a regular RF cable with a coaxial adapter. That's what I did on on one of my odyssey 2's.