Let $f$ be a non-constant entire function satisfying the following conditions: $f(0)=0$ and for each $N \gt 0$ the set $\{z \mid \left| f(z)\right| < N\}$ is connected.
Prove that $f(z)=cz^n$ for some constant $c$ and positive integer $n$.
$f(0)=0$ implies there is $r>0$ such that $f(z)\neq 0$ for any $z\in \{z: 0<|z|\leq r\}$
All I can see it $0$ is the only root of $f(z)$. Suppose not, for small $M$, the set $\{z: |f(z)|<M\}$ contains disjoint open sets which contradicts connectedness of the set. So, there is only one root.
So, $0$ is the only root of $f(z)$.
Can we now say that we are forced to have $f(z)=cz^n$ for some $n$?
I could not see more than this.. please give some hints.
Let's start by assuming that $f(z)$ is a polynomial. Since we know it is an entire function, we know that it can at least be written as a power series, so we'll begin with this simplification.
Since it is a polynomial, we can factor it over $\mathbb{C}$ as $f(z) = z(z - a_1) \cdots (z - a_k)$ for some $a_i \in \mathbb{C}$. Suppose without loss of generality that $a_k \neq 0$. Locally around $a_k$ (and 0) the function looks like $a(z- a_k)^{b_k}$. In particular, we can choose $N > 0$ small enough so that $|f|^{-1}([0, N])$ is (at least) two disjoint neigbourhoods of $a_k$ and 0, respectively. So if it's a polynomial, you're fine.
So what if it is not a polynomial? Well, then it is an entire function. Since entire functions attain every single value (except perhaps one) infinitely often, it follows that there are infinitely many $\lambda \in \mathbb{C}$ such that $f(\lambda) = 0$. Using a similar argument to the polynomial case, you can then show that the set is disconnected for $N > 0$ sufficiently small.
Edit As pointed out in the comments, this last part doesn't quite work; for example, our function could be $f(z) = z e^z$ which attains the value 0 exactly once. However, one should be able to note that in such a case, it must attain the value $\varepsilon$ infinitely often, so choosing $N > \varepsilon > 0$ one should be able to make a similar argument (since the function attains the value $\varepsilon$ close to zero, and also infinitely often close to $\infty$).