I get the intuitive idea of a simply connected set ( any closed curve could be shrinked to a point). Can you please state the precise definition of a simply connected set and how can we use it to prove that this set is simply connected ?
As I feel this set goes against the intuitive idea of a simply connected set?
Set is $\mathbb{R^2}$ \ {$(0,0)$} .
If you are in (multivariable) calculus, the definition usually goes like this:
Defintion: A plane region $D$ is simply connected if it is connected and every simple closed curve in $D$ surrounds only points in $D$.
In your case, the unit circle traces out a simple closed curve in $D=\mathbb{R}^2-\{(0,0)\}$. However, that curve surrounds the origin, which is not a point in $D$. Hence $D$ is not simply connected (though it is connected).