Le$f$ be a smooth function on a Riemannian manifold $M$. My questions are:
a) If $\nabla_i f$ is a function, why is not true that $\nabla_j\nabla_k\nabla_if=\nabla_k\nabla_j\nabla_if$? This question arose when I wrote $\nabla_j\nabla_k\nabla_if=\nabla_j\nabla_k(\nabla_if)$, (is this true or not?).
If we can see $\nabla_if$ as a function, then shouldn't be true that $\nabla_j\nabla_k(\nabla_if)=(\nabla^2f_i)(\partial_k,\partial_j)$, i. e., the Hessian of $\nabla_if$, which would give the symmetry on $k$ and $j$ on the formula $\nabla_j\nabla_k\nabla_if$? Where am I going wrong?
I know that there is something wrong on question a) because of the following formula:
$$ \nabla_j\nabla_i\nabla_jf-\nabla_i\nabla_j\nabla_jf=R_{jikj}\nabla_kf. $$
b) How to prove the previous formula?
I appreciate any help.