As I understand it an affine connection is a smoothly varying choice of a covariant derivative at each point of the manifold. This does not depend on coordinates, However its expression varies from one set of coordinates to another.
The covariant derivative of a vector field with respect to a vector in flat Euclidean space is just the directional derivative of the vector field along a curve fitting the vector.
A general covariant derivative is analogous to a directional derivative. This analogy can be expressed formally by the way a vector acts on a vector field. Using the mathematical notation ##∇_{X_{p}}Y## for the covariant derivative of the vector field ##Y## with respect to the tangent vector ##X_{p}## at the point ##p##,the formal properties are
1) ##∇_{X_{p}}(aY+bZ)= a∇_{X_{p}}Y+b∇_{X_{p}}Z## for constants ##a## and ##b##
2) ##∇_{aX_{p}+bZ_{p}}Y = a∇_{X_{p}}Y+b∇_{Z_{p}}Y##
3) ##∇_{X_{p}}fY = df(X_{p})Y + f∇_{X_{p}}Y## for an arbitrary function ##f##. This is called the Leibniz rule
Notice that this definition does not depend on a choice of coordinates. Interestingly these is also no use of a metric tensor so curvature is defined even when there are no ideas of length and angle.