I want to prove, by induction, that $S^n$ is connected.
1)First step of the induction:
$S^1$ is the image of $[0,1]$ by a continuous function, so it is connected.
2)Let's make the hypothesis that $S^{n-1}$ is connected.
For every point $x,y \in S^n \subset \mathbb{R^{n+1}}$, there is an hyperplane $H$ passing by $x,y,O$, where $O$ is the origin of $\mathbb{R^{n+1}}$. Then $x,y \in S^{n-1}\subset H $, for all $x,y \in S^{n}$, where $S^{n-1}$ is connected by the induction hypothesis. Since every pair of points of the set belong to a connected subspace, $S^{n}$ is connected.
Is this approach correct? I am not sure about the idea of the hyperplane in higher dimension, since it is not unique.
Thanks in advance, every help is appreciated.
Your idea works. For $n \ge 3$ hyperplanes in $\mathbb R^{n+1}$ are not uniquely determined by the three points $x,y, O$ but that does not matter. Simply let $H$ be any $n$-dimensional linear subspace containing $x, y$. You have a little gap here: You must show that $H \cap S^n$ is homeomorphic to $S^{n-1}$, but this is not hard.