Most probably this is a well known question. Consider $S^2$ with a Riemannian metric. I would like to ask what is known about the structure of the set of simple (without self-intersections) closed curves on it of constant geodesic curvature.
Here is a series of questions.
1) Is this true that through each point of $S^2$ passes a simple closed curve of constant curvature? If not, can one estimate from below the proportion of the area of $S^2$ covered by such curves?
2) Is it true that for each value of curvature there are at least $2$ simple closed curves on $S^2$ of this curvature? Or maybe even more than $2$?
3) What can be said about the global structure of these curves on a generic $S^2$? Taking the union of all such closed curves we could try to cook up from them a surface (that maps naturally to $S^2$). Is something known about the topology of this surface?
1) The theorem of Birkhoff states that each Riemannian $S^2$ contains at least three simple closed geodesics, as Joseph remarks below.
2) For a generic metric on $S^2$ the set of such curves this set should be one dimensional. Indeed for each fixed value of curvature you can consider an analogue of the geodesic flow on the space of unite tangent vectors to $S^2$ and you expect that closed orbits will be isolated.
ADDED. Is seems indeed that these are open (and I guess hard) questions. Macbeth gave a very nice reference, that tells in particular that similar questions were raised previously by Arnold, I copy the Macbeth's reference here, so it is visible to everyone: http://count.ucsc.edu/~ginzburg/ARNOLD/mag-post.pdf
Update. The following reference : http://arxiv.org/abs/0903.1128 gives a positive answer to question 2) for spheres of non-negative Gaussian curvature provided we consider not only simple curves on $S^2$ but also curves that bound immersed disks.
One more update. There is a new nice article http://arxiv.org/abs/1105.1609 that provides some further results concerning question 2) for $S^2$ of positive curvature. This article also gives all necessary references from which one can conclude that question 2) was considered by Poincare in 1905, as it is written in the article of S.P. Novikov http://iopscience.iop.org/0036-0279/37/5/R01/pdf/0036-0279_37_5_R01.pdf