This has always bugged me. What is the magnitude of a vector in spherical coordinates?
In Cartesian this is simple, $\vert \mathbf x\vert =\sqrt{x^2 + y^2 + z^2}$
Solutions I have read online say that the magnitude of
$$r\,{\rm d}r (\hat r) + r \,{\rm d}\theta (\hat\theta) + r \sin(\theta) \,{\rm d}\phi (\hat\phi)$$
is simply the square root of the dot product
$$\vert\mathbf x\vert=\sqrt{r^2 \,{\rm d}r^2 + (r\,{\rm d}\theta)^2 + (r \sin(\theta) \,{\rm d}\phi)^2}$$
I don't know why but I have a very difficult time believing this. Cartesian its true by Pythagorean theorem but this just doesn't seem correct to me.
By linear algebra it would seem to be accurate as well since a vector's dot product with itself is just the magnitude squared. I guess a proof of this would be nice; can anyone shed light on this?

The magnitude of a vector in spherical coordinates is just $r$, by definition.