Let $(X_i,T_i)$ be a topological space and $i=1, 2, ..., n.$
If $\prod (X_i,T_i)$ is connected, then each $(X_i, T_i)$ is connected.
I attempt a proof by contrapositive.
Let $U_i$ and $V_i$ be two open sets in $T_i$ such that $U_i \cap V_i = \emptyset$ and $U_i \cup V_i = X_i.$
Then I have to find sets $\prod O_i$ and $\prod B_i$ such that $\prod O_i \cap \prod B_i = \emptyset$ and $\prod O_i \cup \prod B_i = \prod X_i$.
Since $\prod O_i \cap \prod B_i = \prod (O_i \cap B_i)$ and $U_i \cap V_i = \emptyset \Rightarrow \prod (O_i \cap B_i) = \emptyset$.
Next is where I am confused. $\prod O_i \cup \prod B_i \subseteq \prod O_i \cup B_i.$ So if $\prod O_i \cup \prod B_i = \prod X_i$ then $\prod O_i \cup B_i$ must $= \prod X_i$. But the only way for this to be true is if every $X_i$ is not connected. But then doesn't that change the quantifiers of the problem?
A much easier method would be using the projection map.
The image of a connected space under a continuous map is connected, and the projection maps are continuous.
Moreover, the image of $\pi_i: \prod X_i \to X_i$ is $X_i$. Hence, $X_i$ is connected.