My son and I are learning mandolin and banjo together from this site. We both learned cripple creek but it was way off. Do I need to play in different key (banjo). It seems that off this site they are both in G. New to this 
Banjo and mandolin together
It seems that you have discovered one of the few songs that Ben did in different keys without indicating a need for a capo on the tab. Most of the various instrumental parts for a particular song on Ben’s are complimentary and in the same key, but in this case it was not (without explaining a need for a capo). I suspect the reasoning for the choice of keys was to make both tabs the absolute easiest key for the respective instruments (and they were probably done at totally different times). Playing out of different positions is not unusual, and the key of A is a real commonly used key. In bluegrass I almost always use a capo on two when playing in A on guitar. I suspect the same is typically done with banjo (but I am not a banjo player).
The banjo part is in G and the Mandolin part is in A. There are a few options to get you playing this song with your son:
The easiest and best solution (and the one that you would do at a jam) would be to capo the banjo up two frets. A is two half steps higher than G and each fret is a half step, so that would take care of it.
If you don’t have a capo, you could detune the mandolin. This wouldn’t be a normal approach but it would allow you to play together within a few minutes. Instead of tuning G D A E, you could tune to F C G D. If you do this, be sure to tune down from the normal tuning instead of up.
The final option is to transpose (change the key) one of the parts. I think the most likely one to transpose here is the mandolin part. If you want me to transpose it to G, let me know. Please note… this will require re-learning the mandolin part because all the notes will be shifted down by two frets. I just took a quick run through playing the mandolin part in G and it is a bit more challenging in G as opposed to A.
Thanks for such a well written reply and the time you took to compose it Mike. I really appreciate it. I think the best solution is for me just to Capo it and I will need to get a 5th string capo. So if I want to do A, i would capo the second fret and the 7th for the G string?
That is correct. 
Actually, you can do it without a 5th string capo. Just put your capo on the second fret and then tune the 5th string up a whole step to A. Good to go. If you want to move it higher, then you would need to get a 5th string capo or install railroad spikes.