Past exam of the mathematics course of the University of Cambridge / 2006 / ib / Paper 2 / 4F / i

The equation implies $|z|\ge 1$. Its intersections with $\{z>0\}$ and $\{z<0\}$ are disjoint, nonempty subsets open in the subspace topology, and together cover the entire surface. They therefore form a separation, proving the surface is disconnected. More precisely its two sheets are $z=\pm \sqrt{1+x^2+y^2}$; each is homeomorphic to the connected plane by projection, so these are exactly its two connected components.