Here, $O(n)$ is the group of orthogonal $n\times n$ matrices with real entries.
To show this, I tried defining a map $f:\mathbb{R}^n\to[0,\infty)$ by $f(x)=|x|$. Note that $f$ makes exactly the same identifications as the quotient map $\mathbb{R}^n\to\mathbb{R}^n/O(n)$ (this needs a bit of an argument to show but I know how to do it and I am comfortable with it). Thus if $f$ is a quotient map, we have $\mathbb{R}^n/O(n)\cong[0,\infty)$. But this is where I am stuck: how do we show that $f$ is a quotient map? The closed map lemma cannot be used, since $\mathbb{R}^n$ is not compact.
The map $f$ induces a continuous bijection $F:\Bbb R^n/O(n)\to[0,\infty)$. We need to show this has an inverse. Try $g:[0,\infty)\to\Bbb R^n/O(n)$ induced by $x\mapsto (x,0,\ldots,0)$. This is the composite of a continuous map from $[0,\infty)$ to $\Bbb R^n$ followed by the quotient map from $\Bbb R^n$ to $\Bbb R^n/O(n)$, so is continuous. It is fairly clear that this is a continuous inverse to $F$.