No we are not connected to the spirit world but we are the spirit ourselves. As a spirit, consciousness within we manifest human form to work out our karma, remove dross impurities within. Of its own no spirit could purify itself and needs a medium, a body to do so.
As per Bhagavad Gita we are primarily a spiritual traveler, a cosmic traveler undertaking journey in human form. We our consciousness much beyond comprehension! Indulging in spirituality we can realize the world of souls’ atmans, world of god.
Before a spirit starts its cosmic sojourn it was pure. The occurrence of big bang results from Brahman, God Almighty exploded self. This results in cluster of all pure souls atmans scattering all over cosmos at unimaginable speeds. In the melee, the hurtling souls’ atmans gathered impurities. To cleanse self of dross impurities within starts cosmic life cycle of every soul atman.
No sooner life supporting planets like mother earth evolved, these hurtling souls atmans immediately manifests life on mother earth. Starting with form of amoeba (single cell formation) life further evolves into multi-cell formation, insect life, plant life, animal life and finally the human form. It is only in human form the spirit within regains release from cycle of birth and death.
Liberation from cycle of birth and death was not possible in lower forms of life.
As we are primarily a spirit, our goal of life is also spiritual never religious. Indulging in spirituality when human beings succeeded in reaching state of enlightenment, it announced end of cosmic journey for soul atman, the spirit. Becoming a Mahavira, Gautama Buddha even Jesus Christ or Prophet Mohammed is the goal of life of every single human being on mother earth.
We have to finally become a pure spirit again. Other than taking spiritual journey there was no other path for the spirit, consciousness within to reach state of absolute purity.
The spirit within is the Prana, the cause of all life on mother earth and in whole cosmos.