Although the gradient vector is defined at every point, it is really a **local** concept.
At any given point, it tells you the direction in which the function changes with the greatest rate. If you think of the function as height, then it gives the direction in which the ground is steepest.
As soon as you move an inch, the ground changes and the steepest direction changes.
Instead of the black zig-zag, you need an integral curve of the gradient vector field.