Thats called a cable.
Smart move to get a flexible set from the beginning rather than spend money on a cheap set that frustrates you.
I don't know the difference in cables other than flexibility.
I use Knitpicks Options nickel plated or Harmony birch. I don't know what the cable is made from, but it's very flexible. They have a Try-it set that is a good way to test them out. You can also just buy a needle and cable singly if the type doesn't have a set to try. It's cheaper in the long run. I have a few Hiya Hiya and Addi and use them, too.
Hiya Hiya and Addi needles are also good and I'm sure there are others.