Cave Spider Jockeys have 1% chance to spawn naturally in the Overworld. They also have small chances to be spawned with a Cave Spider Spawn Egg.
The skeleton that is riding the spider will shoot poisonous arrows at the player. The poisonous arrows will effect the player with the poison status effect, making them very dangerous. When the skeleton dies, the spider will start attacking at the player and will still poison him/her.
A good strategy to fight cave spider jockeys is to use a Bow, as getting close is inadvisable. However, an iron sword or stronger would kill them easily. It is also advisable to fire from behind an object (e.g. a tree) so that the jockey's arrows cannot return the hit.