I have this exercise:
Consider the map $$ F: \mathbb{R}^{n+1} \times \mathbb{R}^{n+1} \to \mathbb{R}^{2},\ \ F(p,q) = (||p||^{2}, \left<p,q\right>). $$ Prove that $F$ is differentiable and $(1,0) \in \mathbb{R}^{2}$ a regular value for $F$. Prove that $M_{n} = F^{-1}(\{(1,0)\})$ is a regular and connected submanifold of $\mathbb{R}^{2n+2}$ of dimension $2n$.
I´ve already solved the first part. That $M_{n}$ is a regular submanifold of $\mathbb{R}^{2n+2}$ follows directly from the first part. Now, I´m trying to show that it must be connected. I can recognize that $M_{n}$ is the tangent bundle of $\mathbb{S}^{n}$. That is, up to a natural identification, it is the set $$ M_{n} = \bigcup_{p\in\mathbb{S}^{n}}T_{p}\mathbb{S}^{n} \equiv \bigcup_{p\in\mathbb{S}^{n}}(\{p\} \times \operatorname{span}(p)^{\perp}). $$ This exercise in my notes is before the tangent bundle has been introduced, so it is thought to be solved using more elementary techniques. I need a hint