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According to answers to this question every metrics on $S^3$ admits a simple closed geodesic. Given a knot (or link) $K$, it's also quite simple to build a metric on $S^3$ such that $K$ is a geodesic (...

All smooth simple closed curves in $\mathbb R^3$ (knotted or not) can be isometrically embedded into $\mathbb R^2$ as a circle of equal arclength. The situation for knotted spheres seems more ...