Given a small functor $F:\mathsf{C \to Set}$, I need to prove that $\operatorname{colim} F$ is isomorphic/in bijection with the connected components of the category of elements $\int F$. It's not the least bit clear to me how to make this connection, a number of approaches have led me to dead ends and I just can't see where to go. I would just like a gentle nudge since I'm getting extremely frustrated with myself for not being able to solve this.
Observation #1
Recognize that $\int F$ is the pullback of the following equalizer diagram in $\mathsf{CAT}$:
$$ \require{AMScd} \begin{CD} \int F @>>> \mathsf{Set}_* \\ @V{\Pi}VV @VUVV \\ \mathsf{C} @>>F> \mathsf{Set} \end{CD} $$
where the top arrow is inclusion. I'm not sure how to translate this into a statement about colimits, but I do know that we can consider the pushout diagram afforded to us by the Yoneda embedding:
$$ \require{AMScd} \begin{CD} \mathsf{CAT}(\mathsf{Set}, \cdot ) @>{U^*}>> \mathsf{CAT}(\mathsf{Set}_*, \cdot ) \\ @V{F^*}VV @VVV \\ \mathsf{CAT}(\mathsf{C}, \cdot ) @>>{\Pi^*}> \mathsf{CAT}\left (\int F, \cdot \right ) \end{CD} $$
where morphisms in $\mathsf{CAT}(\mathsf{A, B})$ are functors $\mathsf{A \to B}$. Can something be done here where we can argue a representation of Cone$(F, \cdot)$? My understanding of what to do with this information is eluding me.
Observation #2
I suppose anything else I might know of what to do here would involve trying to construct an isomorphism directly between the colimit in question and connected components of $\int F$, yet these connected components are confusing me as well. Is there some canonical way of picking an object $c \in \mathsf{C}$ and $x \in Fc$ such that the equivalence class $[(c,x)]$ will naturally yield some unique value elements of $\operatorname{colim} F$?
I am utterly lost here. On a personal note, I'm frankly embarrassed that I can't see the crucial observations needed to prove this statement. It feels like something I should be able to see since it appears to be stated as a straightforward exercise. Maybe I'm simply not understanding some general approach to computing colimits. Sorry for venting my impostor syndrome; I know it's outside the scope of this site and not protected content.
I think I finally saw the key observation needed in this. For any diagram $F: \mathsf{C\to Set}$ and cone $\lambda: F \Longrightarrow X$ for $X \in \mathsf{Set}$ we have individual morphisms $\lambda_c: Fc \to X$ indexed by the objects of $\mathsf{C}$ and the compatibility condition that states for any $f \in \mathsf{C}(c,d)$ we have that $\lambda_c = \lambda_d\circ Ff$.
The key observation comes in seeing each leg of the cone $\lambda_c: Fc \to X$ as really a slice of the mapping $\lambda: \int F \to X$. In other words, an element $x \in Fc$ can really be thought of as the pair $(c,x) \in \int F$ and $\lambda_c(x) = \lambda(c,x)$. Most importantly the compatibility condition shows that any two elements $(c,x)$ and $(d,y)$ in $\int F$ get mapped to the same element of $X$ as long as there's a morphism $f \in \mathsf{C}(c,d)$ where $Ff(x) = y$. By extension, any two elements of $\int F$ joined by a finite sequence of such morphisms gets mapped to the same element of $X$. Thus we can conclude $\lambda:\int F \to X$ is constant on the path components of $\int F$ and therefore descends to a mapping $\tilde{\lambda}: \pi_0\left (\int F\right ) \to X$. This mapping is unique since a different mapping would not be compatible with the cone $\lambda$ specified above; i.e. this is the only such mapping that $\lambda$ can descend to.
Furthermore, this induces a cone $\eta:F \Longrightarrow \pi_0\left (\int F\right )$ which assigns $x \in Fc$ its path component $[(c,x)]$. We see that any cone $\lambda:F\Longrightarrow X$ factors uniquely as $\lambda = \tilde{\lambda}\circ \eta$.