In case you want an explicit path :
let $M \in GL^+(2,\mathbb{R}), M = \pmatrix{
a & b\\
c & d}$
My goal is to prove that any matrix of $GL^+(2,\mathbb{R})$ can be connected to $I$, i.e. that $\forall M \in GL^+(2,\mathbb{R}), \exists f(t) \in C^0, \forall t \in [0;1] f(t)\in GL^+(2,\mathbb{R}), f(0) = M, f(1)=I$
We know that $\det(M)=ad-cb>0$
So $ad > 0$ or $cb < 0$
We now have two case to consider :
1) if $ad > 0$
let $M' = \pmatrix{
a & 0\\
0 & d}$ and $f(t)=tM+(1-t)M'$
$M' \in GL^+(2,\mathbb{R})$ and $f(t) \in GL^+(2,\mathbb{R}) \forall t \in [0;1]$
1.1) If $a>0$ then $d>0$ and $M'$ is easily connected to $I$ through $g(t)=tM'+(1-t)I$
1.2) If $a<0$ then $d<0$ then let $\epsilon >0$ and $M_\epsilon=\pmatrix{
a & \epsilon\\
-\epsilon & d}$ which is connected to $M'$, $M_\epsilon$ can be connected to $I$ using the instruction in the section 2
2) If $cb <0$
let $M'=\pmatrix{
0 & b\\
c & 0}\in GL^+(2,\mathbb{R})$ which is connected to $M$ through $f(t) = tM+(1-t)M'$
then consider $M''=\pmatrix{
1 & b\\
c & 1}\in GL^+(2,\mathbb{R})$ which is connected to $M'$ through $g(t) = tM'+(1-t)M''$
In the end $M''$ is connected to $I$ through $h(t)=tI+(1-t)M''$
Conclusion
If $A$ is connected to $B$ and $B$ is connected to $C$ then $A$ is connected to $C$. Which means that any matrix can be connected to $I$. All in all, $GL^+(2,\mathbb{R})$ is connected