[guided]The claim is that deleting an edge from a cycle cannot disconnect a connected graph. The proof strategy is to fix any two vertices $u, w$ in the graph, take a walk between them in the original graph, and repair it: every time the walk uses the deleted edge, we detour around the rest of the cycle. Since the rest of the cycle is entirely made of edges other than the deleted one, the detoured walk lies entirely in the smaller graph.
Formally: $G_i$ is connected and has a cycle $C_i = v_0, v_1, \ldots, v_{r-1}, v_0$ with $r \ge 3$. Pick an edge on $C_i$ to delete; re-indexing if necessary, call it $e_i = v_0 v_1$, and write $x := v_0$, $y := v_1$. Let $G_{i+1} := G_i - e_i$.
We want to show: for every $u, w \in V(G_{i+1})$ there is a $u$–$w$ walk in $G_{i+1}$. Since $G_i$ is connected and $u, w \in V(G_{i+1}) = V(G_i)$, there is a $u$–$w$ walk $W$ in $G_i$. We transform $W$ to avoid using $e_i$.
The detour is supplied by the rest of the cycle. The cycle $C_i$ consists of the edge $xy = e_i$ together with the "far side"
\begin{align*}
A : y = v_1 \to v_2 \to v_3 \to \cdots \to v_{r-1} \to v_0 = x,
\end{align*}
an arc from $y$ back to $x$. The edges of $A$ are $v_1 v_2, v_2 v_3, \ldots, v_{r-1} v_0$, which are edges of $C_i$ other than $e_i$ — none of them is $e_i = v_0 v_1$, as can be read off directly. Since $C_i$ is a cycle in $G_i$, these edges all lie in $E(G_i)$; and since none is $e_i$, they all survive in $E(G_{i+1})$. We also have the reverse arc $A^{\mathrm{rev}}$ from $x$ to $y$, which uses the same edges in the opposite order.
Now transform $W$: scan left to right; whenever $W$ uses the edge $e_i$ in the direction $x \to y$, replace that single step by the arc $A^{\mathrm{rev}}$; whenever $W$ uses $e_i$ in the direction $y \to x$, replace that single step by $A$. The result $W^\star$ is a $u$–$w$ walk because (i) we substituted walks with the same endpoints, preserving the overall endpoints $u, w$, and (ii) every edge of $W^\star$ lies in $E(G_{i+1})$: edges inherited from $W$ (which were in $E(G_i) \setminus \{e_i\}$) are in $E(G_{i+1})$, and edges of the substituted arcs are in $E(G_{i+1})$ by the observation above.
So $W^\star$ is a $u$–$w$ walk in $G_{i+1}$. To get a $u$–$w$ *path* if needed we could invoke [Walk Contains Path](/theorems/2007) — but the existence of a walk is already enough to conclude $u$ and $w$ are connected in $G_{i+1}$. Ranging over all $u, w$ shows $G_{i+1}$ is connected, and its vertex set is $V(G_i) = V(G)$, so it is a connected spanning subgraph of $G$.[/guided]