As Romsofia suggested I tried to picture a simple example to see what's going on and I encounter something that I don't understand. Put this example: The surface of a sphere considereing the basis vectors as ## \vec{e_\theta} = \big(cos(\theta)cos(\phi), cos(\theta)sin(\phi), -sin(\theta)\big)## and ## \vec{e_\phi} = \big(-sin(\theta)sin(\phi), sin(\theta)cos(\phi), cos(\theta)\big)##.
The metric of this space is defined such that ##g_{11} = 1## and ##g_{22}=sin^2(\theta)## being zero the rest of the metric components and with the association ##\theta \rightarrow 1## and ##\phi\rightarrow 2##.
Let as now parallel transport the vector ##\vec{e_\phi}## from one point in the equator to another point on the equator, following the geodesic ##x^1=\theta_0## and ##x^2= \phi ##, being ##\theta_0## constant. The parallel transported vector, which we call ##\vec{v}##, must fulfill at every point the following:
$$\Big(\nabla_j \vec{v}\Big)^k \frac{dx^j}{d\phi} = 0 $$
We know that the solution is ##\vec{v} = \vec{e_\phi}## but if we insert this solution we get the following:
$$\Big(\nabla_j \vec{e_\phi}\Big)^k \frac{dx^j}{d\phi} = \Gamma^k_{j2} \frac{dx^j}{d\phi}= \Gamma^k_{22} $$
Where we have used that ##\frac{dx^j}{d\phi}=\delta^{j}_2##.
If we take k=1 we get:
$$\Big(\nabla_j \vec{v}\Big)^1 \frac{dx^j}{d\phi} = \Gamma^1_{22} = -\frac{1}{tg(\theta_0)}$$
which in general is different from zero.
Where am I wrong?