Sorry for this dump question. But I don't know the rigorous definition of $\nabla g$ in Riemannian geometry. It seems to be a tensor(?). Here, $g$ is a Riemannian metric on a manifold and $\nabla$ is a linear connection(?).
I saw from somewhere that $\nabla g \equiv 0$ means the linear connection is compatible with $g$.
If $T$ is a $(m,n)$-tensor field then $\nabla T$ is a $(m,n+1)$-tensor field which defined as follow $$(\nabla T)(X,X_1,\cdots,X_{m},\eta_1,\cdots,\eta_n)=(\nabla_X T)(X_1,\cdots,X_{m},\eta_1,\cdots,\eta_n),$$
if $T=g$ then $\nabla g$ is a $(0,3 )$-tensor field which vanish by compatibility condition. for more details see here