Does anybody know vacuum pumps???
 

What is this little cylinder for? Converting voltage? Like a little controller?

IT comes off where the +, -, and grnd come out and it goes into two 4 post holders (its two cables that go to this thing).

I cant seem to get past 19in Hg when it is rated at 29in Hg... ?? (and my "chamber" doesn't have any leaks so its not that).

It kind of looks like a starting capacitor. Maybe your pump needs high-vac oil.

Yes it is
 

That is the start capacitor.
If the pump starts quickly and runs smoothly, then you have a mechanical issue.
Did you purchase new or used?
Did it work yesterday and quit today?
or Has it been ailing since you owned it?
You may want to disassemble the unit and check clearances on all the moving parts.
Yes you are going to need the specific oil that manufacturer calls for. (Google?) Some use mineral oil, some use ester and some use pag (?others?). All available in different viscosities.
If you have a manual that will help. If not you need to do some research and get info on your unit.
We will help as much as possible.
There are hundreds of different types of vacuum pumps on the market so getting info is crucial.
TTFN