Claim: Suppose that $M$ is a Riemannian manifold, $p\in M$ is a point and $(U,\varphi)$ is a normal coordinate chart around $p$. Let $\mathcal{U}$ be an open neighborhood of $(p,0)$ in $TM$, then there exists an $\epsilon$ such that $X =\{(x,v):r(x) < 2\epsilon, |v|_\bar g<2\epsilon\} \subset \mathcal{U}$. $\bar g$ is the corresponding Euclidean norm while $r(x)$ is the Euclidean radial distance with respect to the normal coordinate chart.
Why should this be true?