I believe it's the same type of jack as the Atari 2600, it looks like a headphone jack only with one ring instead of two. Infact since the Atari 2600 power adapter is 9v and 500mA it should work perfect if it's the same type tip.
It's called a TRS jack, try plugging in a pair of regular headphones into the jack without any batteries in it and see if it fits. If so then it's a 3.5mm jack and the 2600 power adapter will work perfectly with it.
The original power adapter itself had to be DC 9 volts, positive tip, and at least 100mA so buying one that's 9v 500mA won't hurt it since the Odyssey will only take what it needs.
That particular adapter you linked looks abit sketchy since it's 6-9 volts. I'd personally get one I knew was 9v so your not under powering the system voltage wise.