There's a different tack than the ones mentioned so far. In introductory physics we treat space itself as a vector space, and talk about adding displacements, subtracting positions, etc. One of the fundamental properties we tell students about vectors is that you can pick them up, move them, and plop them down anywhere and they're still the same vector. There are a whole bunch of assumptions that go into doing that. Without going into too much detail, we can generalize that process by saying that picking up and moving a vector, $\mathbf{v}'$ from position $\mathbf{r}'$ to $\mathbf{r}$ along the path $\gamma$ then we can say that the result of that process is:
$$\mathbf{v} = U_\gamma(\mathbf{r},\mathbf{r}') \mathbf{v}',$$ where $U_\gamma(\mathbf{r},\mathbf{r}')$ is a linear operator (matrix) valued function that depends, in general, on both the starting point, ending point, and shape of the path. A property we may want to enforce is for this process to preserve the angles between vectors and the lengths of vectors. When that is the case, $U_\gamma(\mathbf{r},\mathbf{r}')$ will be an element of one of the classical Lie groups, usually $\operatorname{SU}(N)$ or $\operatorname{SO}(N)$, depending on whether $\mathbf{v}$ is in an $N$ dimensional complex vector space, or real valued one, respectively. Note that this treats every point in spacetime has having its own vector space attached to it, known as a tangent space. When $\mathbf{r}$ and $\mathbf{r}'$ are separated by an infinitesimal $\mathbf{r} - \mathbf{r}' = \operatorname{d}\mathbf{r}$ then, if we require $U$ to be continuous, we can write:
$$\mathbf{v} = \left(I - \sum_{i} \operatorname{d}\mathbf{r}_i A_i(\mathbf{r})\right)\mathbf{v}',$$ where $I$ is the identity operator, and $A_i(\mathbf{r})$ are anti-Hermitian operator valued functions of position. In general relativity, then $[A_i]^j_{\hphantom{j}k} = \Gamma^j_{ik}$, so the meaning of an individual component of $\Gamma$ is complicated to tease out, $\Gamma^\mu_{\lambda \nu}(\mathbf{r})$ is the matrix that relates the representation of a vector in a particular basis at $\mathbf{r}$ to a representation of that same vector at $[\mathbf{r} \pm \operatorname{d}\mathbf{r}]_\lambda$ (sign decided by convention) in another basis that is infinitesimally close to the basis at $\mathbf{r}$, and the components of the matrix are labeled by $\mu$ and $\nu$.
For those interested in technical details, this is a comparison of gravity to a non-abelian gauge theory. Thus the Christoffel symbols play the role most closely analogous to the vector potential of the gauge field, with all of the gauge freedom ambiguity that implies. The main differences between gravity and the Yang-Mills theories is that with gravity the tangent vector space is the same one as the infinitesimal translation vectors, and in gravity the metric, the relationship between the vector space and the covector space, is allowed to vary, too. These complications alter some of the details of what's going on, with things like the requirement that the Christoffel symbols be metric compatible, but not the essence.