What is the definition of product that it's being considered here to have the existence of a unique continuous function ?
Let $X_i$ be path connected topological spaces.
Then $\prod_i X_i$ is path connected.
Proof.
Assume $X=\prod_{i\in I}X_i$ with $X_i$ path-connected. Let $x=(x_i)_{i\in I}$, $y=(y_i)_{i\in I}$ be two points in $X$. By assumption, thee exist continuous paths $\gamma_i\colon[0,1]\to X_i$ with $\gamma_i(0)=x_i$ and $\gamma_i(1)=y_i$.
By definition of product, there exists a unique continuous $\gamma\colon[0,1]\to X$ such that $\pi_i\circ\gamma=\gamma_i$ for all $i\in I$ where $\pi_i$ is the projection $X\to X_i$. That makes $\gamma$ a path from $x$ to $y$.
This proof is from here Product of path connected spaces is path connected .
The product of topological spaces has as underlying set the Cartesian product: an element of $\prod_iX_i$ is a tuple $(x_i)_{i \in I}$. In other words, an element of $\prod_i X_i$ has a coordinate $x_i$ in each one of the $X_i$. The product topology is the one generated by sets of the form
$$\prod_{i} U_i,$$
where all the $U_i \subseteq X_i$ are open and $U_i = X_i$ for all but finitely many $i$'s. Hence, sets like the above form a basis for the product topology on $\prod_i X_i$.
Now, why does this definition has anything to do with continuity? For this, notice that for each $k \in I$ we have a very natural map, called the $k-$th projection:
$$ \pi_k \colon \prod_i X_i \to X_k, (x_i) \mapsto x_k.$$
Now you should check the following:
When you think your background is solid enough (and when you have checked the above by yourself), I encourage you to have a look at this very useful notes of professor Emily Riehl. They are not particularly difficult, but they are a bit abstract, so that it is probably better to have already some confidence with the concepts treated in order to gain the most out of it.