There is a very important different between the converse of a statement and the contrapositive of a statement. If you have a statement $S$ that says "if $A$, then $B$" the converse/opposite of $S$ would be "if not $A$, then not $B$". As a general rule, $S$ and the converse of $S$ are not logically equivalent. The exception is that $A$ and $B$ are logically equivalent. You'll encounter this periodically in math and proofs of this nature are commonly called "if and only if" proofs. Anyway, what is equivalent to $S$ is the contrapositive of $S$. The contrapositive of $S$ is "if not $B$, then not $A$". Using logic notation, the following two statements are identical.
$$(A \implies B) \equiv (\neg B \implies \neg A)$$
In the context of what you need to prove, it might help to rephrase the sentence slightly. We can say "Let $x,y$ be integers. If $xy$ is even, then $x$ is even or $y$ is even". Pattern matching that to what is above, then $A \equiv $ "$xy$ is even" and $B \equiv $ " $x$ is even or $y$ is even." Hence the contrapositive would be:
If $\neg(x$ is even or $y$ is even$)$ then $\neg (xy$ is even$)$
$\equiv$ If $x$ is not even and $y$ is not even, then $xy$ is not even.
$\equiv$ If $x$ is odd and $y$ is odd then $xy$ is odd.
At this point you can proceed as you correctly guessed, letting $x = 2a+1$ and $y = 2b+1$ for some $a,b \in \Bbb{Z}$. You'll find that $xy = 2c+1$ for some $c \in \Bbb{Z}$.