This was last year's exam prompt. It's an open and broad prompt so you'll need to narrow it down a bit. It's very similar to another exam prompt ('Our relationships with others help to define who we are'), except this one stresses the importance of connections by saying 'without' and places emphasis on individual identity by saying 'me'.
What I did was break it down in terms of different types of connections we forge in life - I got a 10 for this essay so it did work. Points were: (1) Familial connections and relationships > establishing/shaping/reconstructing identity > belonging in family unit (2) Cultural connections and affiliations > strengthening/weakening identity > belonging to culture and cultural group (3) Connections with yourself and self-discovery/subjective experiences > as important as connections with others, understand yourself even more > conformity, acceptance, isolation or rejecting convention?
Hope this helps!