Hi @Kind-girl and welcome to the forum. If it is practical an Ethernet cable is the preferred option but if you you have decent WiFi and just as importantly a stable WiFi signal then either should be sufficient.
If you want to use Ethernet then any Cat 5 or Cat 6 cable would be more than adequate. The puck only has a 100mbps compatible ethernet port so wouldn't use the full capability of either cable
I am lucky enough to have a fast and stable WiFi connection but also have ethernet cabling built into my apartment. Consequently I use the Ethernet but TBH I don't see any difference between using the Ethernet or WiFI.
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