An approach that doesn't rely on path-lifting is to define an equivalence relation $y \sim y'$ iff $p^{-1}(\{y\})$ and $p^{-1}(\{y'\})$ have the same cardinality. It follows the idea given in Introduction to Topological Manifolds by John M. Lee.
Now any $y$ in $Y$ has an evenly covered neighborhood $U_y$ in $Y$. As a consequence of the definition of covering maps, we can write $$p^{-1}(U_y) = \bigcup\limits_{\alpha\in A}V_\alpha$$ where the $V_\alpha$ are disjoint (open) subsets of $X$, and $V_\alpha$ is homeomorphic to $U_y$ under the restriction $p|_{V_\alpha}: V_\alpha \to U_y$ for each $\alpha$.
Suppose $y' \in U_y$. We can define a map $f: A \to p^{-1}(\{y'\})$ by $$f(\alpha) = p|_{V_\alpha}^{-1}(y') \in p^{-1}(\{y'\}) \cap V_\alpha$$
Since the $V_\alpha$ are disjoint, $f$ must be injective. Since the $V_\alpha$ cover $p^{-1}(\{y'\})$, $f$ must be surjective. Therefore $f$ is a bijection, which shows that the cardinality of $p^{-1}(\{y'\})$ is the cardinality of $A$ for all $y' \in U_y$. This shows that $U_y$ is contained in the equivalence class of $y$, so the equivalence classes of $\sim$ are open in $Y$.
Now if $y$ is any point in $Y$, let $[y]$ be its equivalence class. As shown above it is open in $Y$. The equivalence classes partition $Y$ so the complement of $[y]$ is a union of equivalence classes, which are also open. This shows that $[y]$ is both open and closed in $Y$.
Path connectedness implies connectedness. Since $Y$ is connected and $[y]$ is nonempty, $[y] = Y$ so there is only one equivalence class.