You're trying to step into code provided by mysql-connector-java, and you haven't linked in an source code for Eclipse to actually step-in-to.
The easiest thing to do would be to step over that line (since you probably don't care about it) rather than trying to debug the connector code. You may also want to tweak your debugger settings to prevent exceptions from pausing your execution.
As @nitind points out you can also filter types, packages, and patterns so the debugger avoids stepping through them.
If that doesn't work or you do need to step into the connector code you'll need to download a source jar (from Maven) and attach it in your project's build configuration.