I saw this result mentioned a lot in many references, but it is always stated as a fact or an exercise.
My approach would be to see the oriented grassmannian as the quotient $$\frac{SO(n)}{(SO(k)\times SO(n-k))},$$ but then I'm unsure how fundamental groups behave under quotient. I've proved that it is a $2$-covering of the classical grassmaniann and I think it should represent its orientation cover (because I read that it is orientable), but proving that it is simply connected would be slightly more and would imply (together with the fact that it is a $2$-covering) the two facts.
Can someone provide me a solution, a reference or some hints?
There is a related question here, but the answer didn't provide any detail in the case I'm interested in.
I'll try to fill in some of the missing details, hopefully this will be enough. Let the unoriented Grassmanian be $X = \widetilde{\mathrm{Gr}}(k, \mathbb{R}^n) \cong SO(n) / (SO(k) \times SO(n-k))$. Assume $0 < k < n$ (otherwise there's not much to prove). There is thus a fiber bundle $SO(n) \to X$, with fiber $SO(k) \times SO(n-k)$. Since $SO(n)$ is path connected, so is $X$. This fiber bundle then induces a homotopy long exact sequence: $$\dots \to \pi_1(SO(k) \times SO(n-k)) \to \pi_1(SO(n)) \to \pi_1(X) \to 1.$$ One must see that $\pi_1(SO(k) \times SO(n-k)) \to \pi_1(SO(n))$ is surjective to prove the claim about $X$. It is sufficient to prove that $\pi_1(SO(k)) \to \pi_1(SO(n))$ is surjective when $2 \le k \le n$ (because if $k = 1$, then $n-k = n-1 \ge 2$).
Let $S^{n-1} \subset \mathbb{R}^{n}$ be the standard $(n-1)$-sphere, and let $e_n = (0,\dots,0,1) \in S^{n-1}$ be the last standard basis vector. The application $SO(n) \to S^{n-1}$, $A \mapsto A \cdot e_n$, is a fiber bundle. Its fiber $F$ over $e_n$ is the subgroup of $SO(n)$ consisting of block matrices of the type $$\begin{pmatrix} A' & 0 \\ 0 & 1 \end{pmatrix}$$ where $A'$ is an $(n-1) \times (n-1)$ matrix. This subgroup is isomorphic to $SO(n-1)$. You thus get a homotopy long exact sequence associated to $SO(n-1) \to SO(n) \to S^{n-1}$. There are two cases:
By induction, you find that $\pi_1(SO(k)) \to \pi_1(SO(n))$ is surjective for $k \ge 2$ (in fact it's an isomorphism when $k \ge 3$). Going back to the long exact sequence of the beginning, this implies that $\pi_1(SO(k) \times SO(n-k)) \to \pi_1(SO(n))$ is surjective for $1 \le k \le n$ and $n \ge 3$, and this $\pi_1(X) = \pi_1(\widetilde{\mathrm{Gr}}_k(\mathbb{R}^n)) = 0$