Hi my post with a heap of wiring pics from members of the forum helped me out:
http://goldenmotor.com/SMF/index.php?topic=2103.0But you would use the one below the most. As for the wire just get the thinnest guage wire u can and using pliers wrap a bit around thin needle or resistor lead or something, pull tight on the wire with the pliers and wrap around to make a tiny coil. Then just cut a small neat piece to push in the socket hole.
I got a bit more frustrated and wanted to hard wire the cable itself but thinking I was already ahead by having all of the connector info ready, when I cut the cable the wiring was different! Now with help from this forum I've determined that I have a short or fault somewhere in the original cable resulting in wire shorts between battery power and the throttle control so rewiring it from the controller luckily fixes my problem.
Reason I tell you this is if you can possibly save the connector itself and use the original connectors go for it, but hard-wiring definitely do that post connector end as you can buy new replacement cables for around $30. Mine was fine until one day I had throttle problems... Anywho hope that it fixes your problem.
Also check you are getting +5V from the red wire to the throttle