Q1) Something about the idea of a connection on the tangent bundle of a manifold confuses me. Naïvely, given an abstract smooth connected manifold $M$ of dimension $m$ we want to "connect" the tangent spaces so that we can define, say, a covariant derivative at a point $p$. If we're being naïve, after we realize we can't directly imitate the covariant derivative on $\mathbb{R}^m$ (whose bases in $T\mathbb{R}^m$ are constant), why don't we simply pull that connection back via the coordinate chart at $p$ and use the transition functions to define it at all charts in an atlas?
Instead, given a chart at $p$, we notice that the connection coefficients ("Christoffel symbols"? though we don't have a metric) determine the connection, and we make a choice of how to define the connection via a choice of these coefficients in the chart. Why bother? If the answer to Q1 is that "we can't, in general" then this all makes sense but leads me to a second question:
Q2) If we embed $M$ into $\mathbb{R}^k$, then we get a connection induced from the embedding (via pullback). Is it the case that a choice of connection coefficients at $p$ is equivalent to choosing some embedding of $M$ and using the induced connection?