Recall a continuous map $f:X\to Y$ is $n$-connected if for every $k\leq n$ and every commutative square $$\require{AMScd} \begin{CD} \mathbb S^{k-1} @>u>> X\\ @VVV @VVfV\\ D^k @>>v> Y \end{CD}$$ there exist:
- a filler $\ell:D^k\to X$ such that $\ell|_{\mathbb S^{k-1}}=u$,
- a homotopy $v\Rightarrow f\circ \ell \;(\text{rel }\mathbb S^{k-1})$.
Intuitively it seems to me the inclusion $\mathbb S^n\to D^{n+1}$ is $n$-connected. Indeed it "feels" possible to press the singular $k$-disk onto the boundary $n$-sphere of the $(n+1)$-disk and thus homotope it into the boundary.
$$\require{AMScd} \begin{CD} \mathbb S^{k-1} @>>> \mathbb S^n\\ @VVV @VVV\\ D^k @>>> D^{n+1} \end{CD}$$
Question. How to prove the inclusion $\mathbb S^n\to D^{n+1}$ is $n$-connected?
It is much easier to do this if the map from $S^{k-1}$ is constant. Then one has a pointed map $(S^k, *) \to (D^{n+1}, S^n)$ which you want to homotope into the boundary, relative to the point; because $D^{n+1}$ is contractible this is possible. The same homotopy (considered as a homotopy of $D^k$ rel the boundary) gives you the desired result.
To reduce to this, apply the homotopy extension lemma to $(D^k, S^{k-1} \times [0, \varepsilon])$ to a choice of homotopy rel $S^{k-1} \times \{0\}$ between the existing map $S^{k-1} \times [0, \varepsilon] \to D^{n+1}$ and a homotopy between the original map on the boundary and a constant map. The easiest way to do this is to start by homotoping the given map $S^{k-1} \times [0, \varepsilon] \to D^{n+1}$ to the map factoring as $S^{k-1} \times [0, \varepsilon] \to S^{k-1} \times \{0\} \to D^{n+1}$ ("undo" the first homotopy to make this constant), and then tracing out the given null-homotopy of $S^{k-1}$ inside the boundary. In the end, the map $S^{k-1} \times [0, \varepsilon] \to D^{n+1}$ is the same as the original map on $S^{k-1} \times \{0\}$, has image inside $S^n$, and restricts to a constant on $S^{k-1} \times \{\varepsilon\}$. Homotopy extension induces a homotopy of the entire map from $D^k$, relative to the boundary, of course.
Now using the fact that $D^k \setminus \left(S^{k-1} \times [0, \varepsilon)\right) \cong D^k$, you just need to run the first part of the argument to the disc of radius $1 - \varepsilon$.