I want to show that the following subset of $\mathbb{R}^3$ is path connected. Define a double cone as below
$$M=\{(x,y,z)\in\mathbb{R}^3\mid x^2+y^2=z^2\}.$$
The only thing I know is the definition of path-connected. $M$ is path-connected if and only if for every two points $p_1,\,p_2\in M$ there is a continuous map $f:[t_1,t_2]\to M$ such that $f(t_1)=p_1$ and $f(t_2)=p_2$. I can intuitively say that $M$ is indeed path-connected by looking at $M$ in $\mathbb{R}^3$ which looks like below, but I don't how to right down a proof for it! Any help or hint is appreciated.

Given two points $p_1,p_2\in M$, we can take as a path the line segment from $p_1$ to the origin, followed by the line segment from the origin to $p_2$. Explicitly, we have the path $f:[0,1]\to M$ given by
$$f(t)=\begin{cases} (1-2t)p_1 & 0\leq t\leq 1/2 \\ -(1-2t)p_2 & 1/2<t\leq 1 \end{cases}$$
Note that because the defining equation $x^2+y^2=z^2$ of $M$ is homogeneous, any multiples of $p_1$ and $p_2$ are also in $M$, so the path is contained in $M$. The path is also clearly continuous, since it is piecewise linear and the two pieces meet at the origin.
Here is a plot showing this path for two random points on the surface