I've just started learning some Riemannian manifold stuff, and I'm getting confused about the concept of connection. A connection $\nabla: \Gamma(T\mathcal{M})\times \Gamma(T\mathcal{M}) \rightarrow \Gamma(T\mathcal{M})$ basically defines rules of differentiation $\nabla_XY$ on the tensor field of a manifold, but how can there be infinitely many connections? Does it mean that we may define arbitrary differentiation rules (as long as they satisfy the linear and product axioms) on a tensor field? Of course, one special connection is the Levi-Civita connection, but I don't see how we may arbitrarily define $\Gamma_{i,j}^k$ to generate different connections.
Also, isn't the covariant derivative defined by projecting the usual directional derivative onto the same tangent space? If so it seems the rule of differentiation on a vector field can already be determined, so why there exist other forms of connections?
Thanks!