Given a small functor $F:\mathsf{C \to Set}$, I need to prove that $\operatorname{colim} F$ is isomorphic/in bijection with the connected components of the category of elements $\int F$. It's not the least bit clear to me how to make this connection, a number of approaches have led me to dead ends and I just can't see where to go. I would just like a gentle nudge since I'm getting extremely frustrated with myself for not being able to solve this.
Observation #1
Recognize that $\int F$ is the pullback of the following equalizer diagram in $\mathsf{CAT}$:
$$ \require{AMScd} \begin{CD} \int F @>>> \mathsf{Set}_* \\ @V{\Pi}VV @VUVV \\ \mathsf{C} @>>F> \mathsf{Set} \end{CD} $$
where the top arrow is inclusion. I'm not sure how to translate this into a statement about colimits, but I do know that we can consider the pushout diagram afforded to us by the Yoneda embedding:
$$ \require{AMScd} \begin{CD} \mathsf{CAT}(\mathsf{Set}, \cdot ) @>{U^*}>> \mathsf{CAT}(\mathsf{Set}_*, \cdot ) \\ @V{F^*}VV @VVV \\ \mathsf{CAT}(\mathsf{C}, \cdot ) @>>{\Pi^*}> \mathsf{CAT}\left (\int F, \cdot \right ) \end{CD} $$
where morphisms in $\mathsf{CAT}(\mathsf{A, B})$ are functors $\mathsf{A \to B}$. Can something be done here where we can argue a representation of Cone$(F, \cdot)$? My understanding of what to do with this information is eluding me.
Observation #2
I suppose anything else I might know of what to do here would involve trying to construct an isomorphism directly between the colimit in question and connected components of $\int F$, yet these connected components are confusing me as well. Is there some canonical way of picking an object $c \in \mathsf{C}$ and $x \in Fc$ such that the equivalence class $[(c,x)]$ will naturally yield some unique value elements of $\operatorname{colim} F$?
I am utterly lost here. On a personal note, I'm frankly embarrassed that I can't see the crucial observations needed to prove this statement. It feels like something I should be able to see since it appears to be stated as a straightforward exercise. Maybe I'm simply not understanding some general approach to computing colimits. Sorry for venting my impostor syndrome; I know it's outside the scope of this site and not protected content.