Using this fact:
Every $X \in \operatorname{SL}(n,\Bbb R)$ can be decomposed as $X=\exp(A)\exp(S)$, with $A, B \in M_n(\Bbb R), \operatorname{tr}(A)=\operatorname{tr}(B)=0$ (i.e $A,B \in \mathfrak{sl}(n,\mathbb R)$) $A$ skew-symmetric, $S$ symmetric
How can I prove that $\operatorname{SL}(n,\Bbb R)$ is connected?