The triangle inequality tells us that the straight line in one (amongst maybe other) shortest paths. And indeed, if the norm of the vector space isn't strict (i.e., from $\|+\|=\|\|+\|\|$ follows that $x$ and $y$ are positive linearly dependent.
There may be more shortest paths between two points as in the taxi cab norm.
Moreover, length in real normed vector space $V$ the length of a path is usually defined as the infimum of all inscribed polygonal paths. Let $c_{pq}\colon[0,1]\to V$ with $c(0)=p$ and $c(1)=q$ the path that connects $p$ and $q$, defined by $t\mapsto p+t(q-p)$ and let the norm be strict. Now it can be shown that any shortest $c$ defined on an interval $[a,b]$ between $p$ and $q$ (which isn't constant on any non-degenerated interval where it's defined) is derived by an orientation preserving, increasing homeomorphism $\phi\colon [a,b]\to[0,1]$ such that $c=c_{pq}\circ \phi$.