Need help finding the right audio for my camcorder.?

I have a Sony HDR-CX160 and i am looking for a shotgun mic that i can use on a boom pole. I am new to film and audio throws me off. so here are some questions. If i use an XLR cable instead of a 3.5 mm cable will the cable pick up sound? i know the 3.5 mm cable does so i wanna know before i buy the XLR. I would have to buy an adapter since my camera has a 3.5 mm jack. do i have the right thought on mind? Please, if you know filming please suggest some things.