IndexError: string index out of range (Calendar function)

There is a difference between your code and their code. It's very subtle, but it's there:

Yours:

dates = cal_obj.itermonthdays(year, month)
                         ^^^^ days

Theirs:

dates = cal_obj.itermonthdates(year, month)
                         ^^^^^ dates

itermonthdays returns the days of the month as ints, while itermonthdates returns datetime.dates.

If your goal is to create a list of date of the calendar, you can use the following aswell :

import pandas as pd
from datetime import datetime

datelist = list(pd.date_range(start="2021/01/01", end="2021/12/31").strftime("%Y-%m-%d"))
datelist

You can choose any start date or end date (if that date exists)

Output :  
['2021-01-01',
 '2021-01-02',
 '2021-01-03',
 '2021-01-04',
 '2021-01-05',
 '2021-01-06',
 '2021-01-07',
 '2021-01-08',
 '2021-01-09',
 '2021-01-10',
 '2021-01-11',
 '2021-01-12',
...
 '2021-12-28',
 '2021-12-29',
 '2021-12-30',
 '2021-12-31']

Seems like you are new to python i[6] means index to an element of a list or list-like data type. The same stuff can be achieved by using datetime library in the following way

import datetime

start_date = datetime.date(2021, 2, 1)  # set the start date in from of (year, month, day)
no_of_days = 30   # no of days you wanna print

day_jump = datetime.timedelta(days=1)  # No of days to jump with each iteration, defaut 1
end_date = start_date + no_of_days * day_jump # Seting up the end date

for i in range((end_date - start_date).days):
    print(start_date + i * day_jump)

OUTPUT

2021-02-01
2021-02-02
2021-02-03
2021-02-04
2021-02-05
2021-02-06
2021-02-07
2021-02-08
2021-02-09
2021-02-10
2021-02-11
2021-02-12
2021-02-13
2021-02-14
2021-02-15
2021-02-16
2021-02-17
2021-02-18
2021-02-19
2021-02-20
2021-02-21
2021-02-22
2021-02-23
2021-02-24
2021-02-25
2021-02-26
2021-02-27
2021-02-28
2021-03-01
2021-03-02