Alright thanks, is it also smart to connect roads to other civs? I don't see the point, but is there some underlying use that I don't see?
Trade access to another civ can spread religion. Spread is slow without open borders, but no trade access stops the spread of religions completely. If a religion spreads to your civ and you don't have trade access to the source civ, it had to have jumped through another civ that does have trade access with you. (You don't have to have access to them... they might have sailing and coastal trade access with your neighbor... and by extension with you, for example. You don't have to have either.)
You can't open foreign trade routes to other civs without roads or water access (roads or rivers over land, sailing to activate river and coastal trade, astronomy for ocean trade). That first trade route you start with is +1 to your own cities early game, but with a foreign civ it can net +3 or +4 commerce each (and up to +7 or +8

later in the game, for EACH trade route in EACH city). Trade routes get more numerous as you research specific commerce techs.
That's all I can remember right now.
edit - yeah, I once built a second city further down the coast, and got the "congratulations, you've connected your first city to your capital" message the exact same turn the cultural borders closed the gap in the coastal tiles, even though I didn't have sailing yet.