Let $(M, g)$ be a Riemannian manifold and $\gamma :[0, \delta] \to M$ a $C^1$-curve, $\gamma(0) = y$ and $\dot\gamma(0) \neq 0$. Then we have
$$\lim_{t\to 0} \frac{d_M(y, \gamma(t))}{\int_0^t |\dot \gamma|} = 1.$$
The proof suggested below uses the Taylor expansion of metric in a normal coordinate.
I post this question and answer here since
it helps complete a proof I wrote here, and
this result has some independent interest (I think), and
Would someone please check if the answer is correct, I am bit unfamiliar with the big $O$ argument.
On the other hand, it would be great if someone points me to a reference where this is proved.