The following discussion is well intended but admittedly that of a novice:
It is perhaps worth keeping in my mind that apparently characteristic classes originally had nothing to do with connexions. They were topological invariants defined to measure the size of the degeneracy locus of a family of sections. It was then discovered that they could be defined via differential forms and curvature forms. In effect this is the content of the gauss bonnet theorem and its modern generalizations. I.e. the fact that different generic sections of the same n plane bundle on an n manifold have the same number of zeroes, allows one to define the euler class as the number of those zeroes. Then (on a surface) the classical gauss bonnet theorem says one can recapture that euler number as an integral of the curvature form.
The miraculous fact that cohomology can be completely captured by classes of differential forms leads to the question of actually finding differential forms that will represent certain geometrically given cohomology classes. In the case of the degeneracy loci originally defining characteristic classes, chern's theorem seems to do this. Then in later times his general gauss bonnet theorem becomes the, now quite unmotivated, definition of chern classes. I.e. one applies an abstract invariant polynomial to the curvature form and proves the resulting form is independent of the connexion. This reverse historical development is given in Griffiths Harris, but with historical comments which are enlightening. The historical version occurs in the classic book by Steenrod, Topology of fiber bundles.
The upshot is that understanding the connexion / curvature version of chern classes is perhaps best achieved by studying the proof of the general gauss bonnet theorem, e.g. in Griffiths Harris. In general while I sometimes find that source challenging in terms of precise technicalities, it is often highly valuable for intuitive insight.
Ok here is a reference to an author who is very meticulous about details, Michael Spivak, Comprehensive introduction to differential geometry. In volume V, as virtually the last sequence of topics, he discusses the definition of the characteristic classes using comnnexions and the gauss bonnet theorem. That should be worth a look.
here is a copy of the table of contents from a thread by micromass:
https://www.physicsforums.com/threa...ifferential-geometry-series-by-spivak.666556/
another terse and challenging, but obviously highly authoritative source, is the little book "Complex manifolds without potential theory", by Chern himself, pages 46-49, and the section 8 on the grassmann manifold, pages 64-79. He gives one of my favorite definitions of chern classes: namely every bundle is classified by a map to the grassman which is unique up to homotopy. since chern classes pull back to chern classes by such a map, you only need to know the chern classes of the grassman, and then can define those for your bundle by pullback. Thus computing the chern classes of the "universal bundle" on the grassman is essentially the only case, and by far the most important one. this book seems to be available:
https://www.springer.com/us/book/9780387904221
if it were me, i would start by computing the chern class of the tautological line bundle on P^1, then on P^n, then move up to the classes of the universal bundle on the grassman. For a reference in the case of line bundles on riemann surfaces, R.C.Gunning computes the chern class of a line bundle explicitly in the proof of lemma 14, section 7, page 100, Princeton mathematical notes, 1966. i.e. he computes a differential form that represents it.
here is a free online version of his updated book, which contains that computation in the first 10 pages:
https://web.math.princeton.edu/~gunning/book.ps