I am wondering why I have seen the covariant derivative for the first time in general relativity.
Starting from the point that the covariant derivative generalise the concept of derivative in curved space (even if think it is better to consider it as the extension of the derivative such that it is covariant under a change of coordinates). To do that we introduce the Christoffel symbols $\Gamma^i_{jk}$.
In curved space-time we have globally non vanishing Christoffel symbols $\Gamma^i_{jk} \neq 0$, but in general $\Gamma^i_{jk} \neq 0$ doesn't mean we are in curved space-time. For example, if I consider Minkowski space-time with Cartesian coordinates than, thanks to the Lorentz transformation, if the Gammas are zero in a reference frame they are zero in every reference of frame, but I could have $\Gamma^i_{jk} \neq 0$ even in flat space time with polar coordinates, as the Gammas don't transform like a tensor in this case due to the non tensorial part of the transformation law for $\Gamma^i_{jk}$ under a change of basis.
If what I said before is true (a big if), then I'd interpret this in classical mechanics saying that in Cartesian coordinates, the basis vectors {$\hat{e}_x,\hat{e}_y$}, solid to a point of a curve, are constant if the point is moved along the curve.
While I think I can't say the same for {$\hat{e}_r, \hat{e}_{\theta}$}, as moving a point along the curve in this case the tangent vectors to the coordinate lines aren't constant (they rotate while the point is moving). This is why I think I should see the Christoffel symbols even in classical mechanics, to reflect the property of the vectors {$\hat{e}_r, \hat{e}_{\theta}$} that vary along the curve.