Let $X$ be a connected topological space, and let $\mathcal{U}$ be an open cover of $X$. It's not hard to show that given any $U_0 \in \mathcal{U}$, for every $U \in \mathcal{U}$ there exists a finite sequence $U_0,\ldots,U_k$ of elements in $\mathcal{U}$ where $U_k = U$ and each $U_i \cap U_{i+1}$ is nonempty. But this is extremely surprising to me, since we're not assuming compactness or any other "finiteness" condition on the topological space, and the cover is entirely arbitrary. Before proving this result I would've had no trouble believing that there are "big" enough topological spaces, like the long line, where the result would not hold.
Is there a way I can look at this where the result seems more obvious? Does this result provide any deeper insight into limitations on the "size" of topological spaces?
It's as surprising or unsurprising as the fact that the transitive closure of a relation needs only to take points finitely many steps away.
Define a relation on $\mathcal{U}$, $U\sim U'$ iff. $U\cap U'\neq\emptyset$. The claim is then that the transitive closure of $\sim$ (it is already reflexive and symmetric) is the trivial relation. You see this by noting equivalence classes under this relation must have union a clopen subset of $X$, and the only clopen subsets are $X$ and $\emptyset$.
I'd say this is very unsurprising, and gives a strong justification for the definition of connectivity. That $X$ is connected means we can "build a bridge", or perhaps creating a series of links as in a bracelet, to go from any $U$ to any other $U'$. The converse holds, that is, we can use this property to prove $X$ is connected.