start with imagining yourself in a park and that in some way you can go out of your body and fly up. After a few meters, you will see yourself as a dot. Flying more up, you will see a park as a dot. Then a city you are in look like a dot, then a county, then you will see the Earth as a dot. After you rose far enough, the whole solar systems and galaxies will become a dot. — That is telling us that everything is a dot from the way up.
Sometimes, finally, it's entirely poetic. “Everything is connected” might just mean a sense of awe at the deep physics in mundane matter, or a feeling that everyone in the world should get along