This is how I showed it, but I am not sure whether this is correct or wrong. Hence, it would be great if someone verifies this proof. also, kindly let me know on notation and better structural proof because I dont think this proof is in good shape.
Appreciate your help.


Suppose $\Bbb N$ in the cofinite topology is not connected. Then $\Bbb N = A \cup B$ where $A$, $B$ are disjoint non-empty open subsets of $\Bbb N$. It follows (as $A$ is $B$'s complement and vice versa) that $A$ and $B$ are also closed and by assumption $A,B\neq \Bbb N$ (or the other one is empty) and so by definition of the cofinite topology $A$ and $B$ must be finite. This contradicts that $\Bbb N$ is infinite.
So $\Bbb N$ is connected in the cofinite topology.