The main motivation of this paper arises from the study of Carnot--Carathéodory spaces, where the class of $1$-rectifiable sets does not contain smooth non-horizontal curves; therefore a new definition of rectifiable sets including non-horizontal curves is needed. This is why we introduce in any metric space a new class of curves, called continuously metric differentiable of degree $k$, which are Hölder but not Lipschitz continuous when $k>1$. Replacing Lipschitz curves by this kind of curves we define $({\cal H}^k,1)$-rectifiable sets and show a density result generalizing the corresponding one in Euclidean geometry. This theorem is a consequence of computations of Hausdorff measures along curves, for which we give an integral formula. In particular, we show that both spherical and usual Hausdorff measures along curves coincide with a class of dimensioned lengths and are related to an interpolation complexity, for which estimates have already been obtained in Carnot--Carathéodory spaces.