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To expand Ryan Budney's comment, the geodesics of $(M,g)$ are the projection on the base $M$ of the integral curves for the vector field $S_g$ on $TM.$ $S_g$ is the unique vector field on $TM$ which is at the same time: special (i.e. it represents a $2^\textrm{nd}$-order edo on $M$) M$, or equivalently its integral curves are the tangential lifting of their projection on the base) and horizontal (i.e. it is a section of the horizontal distribution on $TM$.) Because $S_g$ is a spray (i.e. $\mathcal{L}_Z S_g=S_g,$ where $Z$ is the Euler vector filed), it is called the geodesic spray of $(M,g).$ It can be realized even that $S_g$ is the hamiltonian vector field of the kinetic energy $K_g:v\in TM\to\tfrac{1}{2}g(v,v)\in\mathbb{R}$ with respect to the pull-back through $g^\flat$ of the canonical symplectic form on $T^\ast M.$ So $S_g$ preserves the sphere bundles, and we get that if $M$ is compact then $S_g$ is complete.
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