2006 Chevy Cobalt LS with a Custom Short ram intake

i went to a muffler shop and asked some questions about exhausts.. i asked him about goin pacesetter header, 2.25" piping, no cat, with a 2.5" core resonator, and a 3A Racing muffler and he was talking about an 02 sensor messing up or something.. i dont really know about the sensor so i was wondering what i should do about it?

If i went with that setup would it mess with the sensor? and he was talking about something that can "trick" the sensor to think there is a cat there. Should i go with that setup and change the muffler to a megan muffler? I dont know TOO much about exhausts so plz try to help me here =)

If taking the cat off is bad.. i already have a high-flow cat on it and should i just add in the resonater?

Thank you for ur time in reading plz help me lol