Let $g: \mathbb{R}^2 $ -> $\mathbb{R}$
Can I just do the following?
$x^2+y^2\geq 2|x+y|$, so $\sqrt{x^2+y^2}\geq \sqrt{2|x+y|}$, therefore $$\left|\frac{x+y}{\sqrt{x^2+y^2}}\right|\leq\frac{|x+y|}{\sqrt{2|x+y|}}=\frac{\sqrt{|x+y|}}{\sqrt{2}},$$ which converges to $0$ as $x,y\to 0$, that means that it is continuous.
Or is that wrong?

Hint:
Set $y=mx$. For all $x,y\ne0$, the function is
$$\frac{|1+m|}{\sqrt{1+m^2}},$$ which is not constant.