I've found lots of different proofs that SO(n) is path connected, but I'm trying to understand one I found on Stillwell's book "Naive Lie Theory". It's fairly informal and talks about paths in a very intuitive way, but I found a more expanded version of it in these notes: http://mysite.science.uottawa.ca/asavag2/mat4144/notes/MAT%204144-5158%20-%20Lie%20Groups.pdf , page 29, Proposition 11.8.
I have trouble in only one part: the part where the author claims that because SO(2) is path-connected, there is path from I to R. Here's my doubt: what is this R? It says it's a rotation in the plane containing e1 and Ae1, but what about the rest of the vectors not contained in the plane? What does R do with them? Does it fix them, rotate them? Also, isn't R a nxn matrix? Doesn't SO(2) being path-connected only gives me information about 2x2 matrices? Am I supposed to have a function that maps 2x2 rotation matrices to nxn rotation matrices? If so, how does that function work? Is it continuous?
Thanks :)