I realised how old this post is after I had written my answer but figured I would post anyway since the question has been viewed many times and hopefully my answer will be helpful to others. For the record, I am about to start a PhD in graph theory.
Practice, practice, practice. This will help you to become more familiar with which proof methods tend to work well for which kinds of problems (as in other areas of maths, often there is more than one possible method, some of which will reach the answer more quickly than others). Look at examples, practice questions.
- My graph theory lecturer often advised us to start by considering "small examples" and look for a pattern. In your example, draw/think about some graphs with small numbers of vertices. What can we say about such graphs and does that help us make a general statement about them (i.e. why must they be connected)?
- Another good method for proving some statements in graph theory is proof by contradiction. I often find this to be a good method to try first (and is what I used to prove your statement) since it requires me to think more about exactly what the statement is saying i.e. what does it mean for a graph to be connected?
- Other methods include proof by induction (use this with care), pigeonhole principle, division into cases, proving the contrapositive and various other proof methods used in other areas of maths.
Another possibly obvious but important starting point is to spend a moment thinking about the definitions used in the statement. In your example, start by thinking carefully about what it means for a graph to be connected and what will a graph where every vertex has degree $n/2$ look like? I will now run through my thought process in proving the given statement by contradiction.
Suppose for a contradiction that $G$ is not connected. What does this mean? It means that there is some vertex $v$ which cannot be reached (via a path) from some vertex $u$. What does that mean (try to picture the situation)? It means that any vertex $w$ which is adjacent to $u$ also cannot reach $v$ (otherwise we could join the edge from $u$ to $w$ to the path from $w$ to $v$ to form a path from $u$ to $v$). In fact, any vertex which can be reached from $u$ cannot reach $v$. Similarly, any vertex which can be reached from $v$ cannot reach $u$.
Denote those vertices in $G$ which can be reached from $u$ by $U$ and denote those vertices in $G$ which can be reached from $v$ by $V$. None of the vertices in $U$ can be adjacent to any vertices in $V$. Since every vertex in $G$ has degree at least $n/2$, every vertex in $U$ must be adjacent to at least half of the vertices in $G$. Similarly, every vertex in $V$ must be adjacent to at least half of the vertices in $G$. Since $U$ and $V$ each contain at most $n/2$ vertices, this is not possible: we have a contradiction.
The above is an extreme example and some will disagree, but I believe a few extra words and explanation can make a proof much clearer than symbols alone.