First of all you need to know what is the connection you want to compute the geodesics of. If you want a metric connection you must know the metric at play, which in most cases will be the one induced by embedding in $R^3$.
Once you know that you can solve the geodesics equation with respect to appropriate coordinates and find an analytic expression for them, or just give that equation as a more implicit answer: depending on which degree of description you seek.
I would suggest trying cylindrical coordinates to begin with, sincr it should be easier to show the required property.