Given the writing of the product, one can argue that the group actually is commutative (otherwise it would not be well-defined: the product would depend on the order in which the elements are multiplied). Hence, I do not have to care about normality, as everything is automatic.
Let $\pi$ denote the canonical surjective group homomorphism $G\rightarrow G/H$, that is the projection of $G$ onto the quotient $G/H$. This quotient is a group that contains two elements, so it is isomorphic to $\{-1, 1\}$.
What we need to show is that the element $\underset{g\in G}{\prod}g$ is not $1$ in the quotient $G/H$. So we need to compute its image by $\pi$ and check that it not $1$.
Given that $\pi$ is a group homomorphism, it is clear that
$$\pi\left(\underset{g\in G}{\prod}g\right)=\underset{g\in G}{\prod}\pi(g)$$
To compute this product, we may separate the terms whether their value is $1$ or $-1$ under $\pi$ (this is because $\pi$ is surjective, so that $G=\pi^{-1}\{1\}\sqcup\pi^{-1}\{-1\}$ as sets).
$$\underset{g\in G}{\prod}\pi(g)=\underset{g\in \pi^{-1}\{1\}}{\prod}\pi(g)\times\underset{g\in \pi^{-1}\{-1\}}{\prod}\pi(g)=\underset{g\in \pi^{-1}\{1\}}{\prod}1\times\underset{g\in \pi^{-1}\{-1\}}{\prod}-1=(-1)^{|\pi^{-1}\{-1\}|}$$
So now, all we need to do is to understand what $|\pi^{-1}\{-1\}|$ is (the cardinality of $\pi^{-1}\{-1\}$). Actually, this is $n$. Indeed, it is a known result that every cosets of a subgroup have the same cardinality, that is precisely the cardinality of the said subgroup.
So we may now conclude
$$\pi\left(\underset{g\in G}{\prod}g\right)=(-1)^{|\pi^{-1}\{-1\}|}=(-1)^n=-1$$
because $n$ is odd.
NB: Note that if $G$ is not abelian (and we assume that the product is defined after an implicit choice of the order), the above proof works just as well because the quotient, $G/H$, which is isomorphic to $\{1,-1\}$, is abelian. Hence, the manipulations I did using $\pi$, in particular the separation of the product into two parts, still holds.
One needs to justify however that $H$ is a normal subgroup of $G$. This is a result that is true for any subgroup of index $2$. A proof may be found here.
NB2: to justify in general that every cosets of a subgroup have the same cardinality, one can use the pretty straightforward argument. Say, $G$ is a finite group with subgroup $H$, and consider $gH$ a left coset of $H$. Then we have a map $H\rightarrow gH$ that sends an element $h\in H$ to $gh$. This map is bijective because it has an inverse, that is the map $gH\rightarrow H$ which sends an element $h'\in gH$ to $g^{-1}h'$.
One can adapt this easily to the case of right cosets.