So there are many ways to show that a space is path connected. Spherical coordinates may be more difficult then the approach I propose. We start with this useful fact:
Lemma. If $f:X\to Y$ is a continous function and $X$ is path connected then so is the image $f(X)$.
The proof is quite simple: you take two points $a,b\in f(X)$, you connect points from their preimages and then compose that newly created path with $f$. $\Box$
With that you have a new tool to show that some space $Y$ is path connected. You first show that a different space $X$ is path connected (which might be easier) and then you show that $Y$ is a continuous image of $X$. So let's have a look at a simplier space:
Fact. $\mathbb{R}^n\backslash\{0\}$ is path connected for $n>1$.
Proof. Indeed, let $v,w\in\mathbb{R}^n$, $v,w\neq 0$. We will consider two cases:
(1) if $v, w$ are linearly independent then the path we are looking for is given by
$$\varphi:[0,1]\to\mathbb{R}^n\backslash\{0\}$$
$$\varphi(t)=tv+(1-t)w$$
You can easily verify that this is a well defined continous function. The assumption that $v,w$ are linearly independent obviously means that $\varphi(t)\neq 0$ for any $t$.
(2) for $v,w$ linearly dependent take any point $z\in\mathbb{R}^n$ such that $z$ does not lie on the line connecting $v, w$ (or in other words such that $v,z$ are not linearly dependent). Such point always exists when $n>1$, you gain it by taking $v=(v_1,\ldots, v_n)$, now taking its first non-zero coordinate say $v_m$ and reversing its sign into $-v_m$.
In that case we can apply (1) to both $(v,z)$ and $(z,w)$ pairs in order to produce two paths. You join those two paths to complete the proof. $\Box$
Fact. The $n$-dimensional sphere $\mathbb{S}^n=\{v\in\mathbb{R}^{n+1}\ |\ \lVert v\rVert=1\}$ is path connected for $n\geq 1$.
Proof. Let
$$N:\mathbb{R}^{n+1}\backslash\{0\}\to \mathbb{S}^n$$
$$N(v)=\frac{v}{\lVert v\rVert}$$
and note that this is a surjective, continuous function. Both Lemma and previous Fact apply. $\Box$