a) Let the curve be parametrized by arclength,

and let

be the Frenet-Serret frame. Then the plane

always passes through a point

. Express

and differentiate to obtain

. So

always crosses the origin, which means

or

. Use the Frenet-Serret equations to show that

are constants.
(Actually, the curvature of

turns out to be constant and the torsion zero, so

is a circle.)
b) Let the coordinates be x,y,z. We easily see that this circle is the intersection of the circular cylinder

with the parabolic cylinder

.
(...unless i messed up my calcs again)