Is a straight line the shortest distance between two points?

Here is a very non-technical answer: If our space was Euclidean then a straight line would be the shortest distance between two points. And until Einstein, through his general theory of relativity, showed that the space can actually be bent everybody believed and treated the space as Euclidean.

But now we know that the "physical" space is not Euclidean and therefore a straight line is not necessarily the shortest distance between two points. Consider for example being on the surface of a solid (impenetrable) sphere. The shortest distance between two points on the sphere is not a straight line.

I recommend you to read about geodesics.