How does vector work?

When I draw in vector the first line is blue, but when I draw a second line the original becomes a dotted one and the second line is blue.
I don’t know if I’m missing something, but i would love it if someone could help me with this.

You must draw lines by the pencil tool.
In vector layers, pencil is for invisible lines. Try using Pen tool and Brush tool.

It should be said though that vector is in a very non usable state currently, so you will experience bugs while using it. Feel free to experiment with it still but just be advised that almost everything about vector is either somewhat or fully broken.

It it true what @chchwy mentions, the pencil tool is for drawing invisible lines, often to fill areas with color, the pen and brush tool are very similar though.