Suppose $G$ is a simply connected topological group and $H$ is some subgroup. I want to prove that, if the coset space $G/H$ is connected, then
$$ \pi_1(G/H) = \pi_0(H)/\pi_0(G) $$
If $G$ is connected then I have been able to establish the result; the non-contractible loops in $G/H$ are merely the loops in $G$ that start at the identity (say) and end in some other connected component of $H$. However, if $G$ is not connected then the result is less straightforward to me. Firstly, it's crucial that $G/H$ is connected, else $H$ is allowed to sit entirely within one component of $G$, and may have fewer connected components than $G$ does. Further, it's not even clear to me how to find $\pi_0(G)$ as a subgroup of $\pi_1(H)$, let alone see whether it is normal.
EDIT: thank you everyone for the excellent comments and answers. I should make a couple of clarifications. Ordinarily, we only talk of the fundamental group of (path-)connected spaces; when I say that $G$ is simply connected, I mean that each connected component is simply connected. Furthermore, whilst I placed few restrictions on the nature of $G$ and $H$, I had in mind that both were in fact Lie groups, and that $G$ was a fibration of $H$ over $G/H$. This was anticipated by some comments and answers; I am grateful to have received such good responses to the question which was in my head, but which I failed properly to ask!
This statement is nonsense. As you say, there is in fact no natural way to consider $\pi_0(G)$ as a subgroup of $\pi_0(H)$ if $H$ is a subgroup of $G$. Instead, there is a natural map $\pi_0(H)\to \pi_0(G)$ (though this map may not be injective).
What is true (assuming $H$ is a nice enough subgroup of $G$ that the quotient map $G\to G/H$ is a fibration) is that $\pi_1(G/H)$ is isomorphic to the kernel of this map $\pi_0(H)\to \pi_0(G)$. This follows easily from what you have already done, since a loop in $G/H$ lifts to a path in $G$ which then must be contained in the identity path component $G_0\subseteq G$, so $\pi_1(G/H)$ is the same as $\pi_1(G_0/(G_0\cap H))$. By what you have said, $\pi_1(G_0/(G_0\cap H))$ is naturally isomorphic to $\pi_0(G_0\cap H)$, which is exactly the kernel of $\pi_0(H)\to \pi_0(G)$.
[Incidentally, to me, a simply connected space must be path-connected, so $G$ must be path-connected, but your definitions may be different...]