Question: For any points $p,q\in M$, does there exist a geodesic curve connecting $p$ and $q$?
Let $M$ be some constant curvature space, like $\mathbb R^n$, $\mathbb S^n$, $\mathbb H^n$. The answer is yes in $M$.
However, an obvious counterexample is considering that $p,q$ are in different connected components.
My point is that the question is not generally right. But I need a counterexample which $M$ is connected. Any advice is helpful. In addition, the geodesic curve can be piecewise differentiable.