Let $M$ be a Riemannian manifold,and $UTM = \{(p,v) \in TM\mid g(v,v) = 1\}$ be the unit tangent bundle,assume we have proved that is a embedded submanifold in $TM$.Needs to prove that $UTM$ is connected if and only if $M$ is connected (provided that dim of $M$ is greater than 2 as here shows)
One direction is easy that is $p:UTM \to M$ is continuous hence if $UTM$ is connected then $M$ is connected.
I try to prove the other direction,and I hope there is some better idea:
We only need to prove that $UTM$ is path connected if $M$ is since manifold is locally path connected and locally connected.
To do this consider two point $(p,v)$ and $(q,u)$ on $UTM$,needs to find a continuous path.To do this it may be helpful to transport $v$ by some curve $\gamma$ to some other place that still preserved the length 1 that is $d\gamma (v) $ has lengith 1.
But I have no idea how to construct such a curve,I try to do like this,first there is a finite chain of the neighborhood(which is given as local trivialization domain) that connect $p$ and $q$ (by the chain characterization of "connectedness" ) denote them $U_{x_1},...,U_{x_N}$ such that exist some $y_i \in U_{x_i} \cap U_{x_{i+1}} $
Then we construct local pieces of curve from $$p\to y_1\to x_2\to y_2\to....\to x_{N} \to q$$
Where $p^{-1}(U) \cong U\times S^{n-1} $ that is locally looks like $U\times S^{n-1}$ where we can construct the desired curve If $n\ge 2$ since then it's connected.
Is there some better solution?